What are the best tips to manage efficiently the agency/client daily relationship?

Complete openness and honesty when the relationship begins.
The good, bad and ugly.
Like any relationship what you tell someone from the beginning is what they expect from you.
You can create a guide for clients so there would be no questions about how the company works.

Like any other relationship one has to build trust at the very first beginning.
Both parties have to agree as to how they can benefit one another and meet previously set targets.
Relationship should be professional at all times, with regular follow-ups and meetings.
With time the relationship will become more friendly and will feel more like one between colleagues working for the same company.