I've got two rage gladiators, one has 80 Strength (88 w/gear) but his Agility is only 60. The other one only has 60 Strength, but his Agility is 100 w/gear. The one with higher Agility also has higher weapon skill (8) but so far he's doing much much worse in the pits than my Strength Rage Gladiator, which sort of pisses me off. He's got more skill and higher Agility than the other has strength, yet he seems to be losing quite a bit. The Agility gladiator also has better gear than the Strength one.

As I said above, strength in a Rage is a huge factor as not only does the Rage almost always get the first swing, but if he has even decent strength he runs the chance of knocking down or stunning his opponent on the first shot, after that it's likely the Rage will just get stronger due to Brute Force, Rampage and Blood Lust among others. The only way I have seen to combat strength is through defense.
It's very likely that if you can avoid getting beat down the first few swings, the Rage seems to start missing and fumbling a bit. Sure theres always the chance of that 300+ blast that caves your gladiator's chest which becomes the beginning of the end. But most that I have seen if you can weather the first wave you have a good chance at taking the Rage out.
Agility on the other hand seems to be key in out hitting and making your opponent miss a lot when the opponent is not keyed up on Strength.