Yeah Umberella companies are becoming more and more popular with agencies, less work for them and more profitable as they don't have to pay your holiday pay or NI contributions.
Basically you are self employed, so therefore you will be able to claim for meals during working hours there are 2 rates the lower rate is for working up to 8/10 hours per day, the higher rate is for over those hours, travel costs, work clothes, you can claim for far more than PAYE employees, always remember to put some aside for when you want a holiday.
I used to buy tools that I didn't even need. Also, on the way home get a KFC family deal £15.99 on expenses of course, much better than paying Tax. I used Parasol never had a problem.