Some are legit, some are rip offs, and hard to know which one is which.  They will charge you a lot of money, and at the end, may or may not get you the student visa.

I dislike using them, but that is me.  If I were you, the first thing I will do is to go to PSB at your city with an interpreter, and ask them that question.  If they can convert the visa for an agency, they will convert it for you.  Find out paperwork or documentation required for the change.  If they say they can do it, then file for it.  If they say you must leave China to do it, ask them if you can gon to Hong Kong or has to be back to your home country.

Once you know the answers for all of the above, contact a couple of visa agents and see what the charge for the service and what sort of "guarantee" they will give you to get the X visa if you commit to them.

Make final decision based now on all information gathered.

A Z visa is easily transferred into a X visa if the school sponsers you. The school should do this for you. If you are talking about the Nanjing International school then they will do this for you. Seeing how you have had a medical and already have the Z visa no other paper work is needed except the acceptance letter form the Uni

I'm going to Nanjing Univervsity, Nan Da.  

Good advice so far.  Thanks