Writer's Conference

I went to my first ever Writer's Conference today. I wasn't sure what to expect, but I had fun. It was interesting, informative and forced me to step outside my comfort zone and actually speak to strange people. I swear, the entire time I was there, I thought I was going to vomit; I was so nervous. I was kind of frustrated though, because the speakers that were there mostly talked about non-fiction and memoir writing and publishing. I would rather pull my toenails out with rusty pliers than relive my childhood for a memoir and the thought of writing non fiction causes my brain to become catatonic, so...
What I found interesting was that agents and publishers in today's market want you to have a following, a pre-estabilished fan base to show that you are marketable. I get that from their perspective, but here's the clincher: I met with an agent today and talked about getting represented and traditionally published. She told me that her firm, along with most agencies, will NOT pick up previously published books.
How do you build a fan base and followers if they can't read what you have to write?
I feel like I'm stuck in a cyclic cycle of frustration that will never end. I want to self-publish because I love it and my books get out faster, but I'd love to see the books on shelves and have my books marketed by professionals. I can't get with the professionals unless I've established a large fan base, but there's no point in my mind to go traditional publishing then because obviously I can do just fine without them. Sigh.
All-in-all the conference was informative and fun, but probably not something I'd do again unless I was supporting a friend or if there was someone there that I desperately wanted to talk to, like Kim Harrison or Kelly Armstrong. Now that would be an interesting Writer's Conference. :)