I think a lot of answer here are right :

/ First, Neo was a bait, so it would have been pointless to take him over before he meets Morpheus

/ After meeting Morpheus, he was no longer "takable" because no longer connect to the matrix.

But I would add that taking over a human (by a Agent) is not standard procedure : in the movies, it only happens in a crisis situation. Maybe it means the loss of a human, and the point of the Matrix is keeping humains alive, so from a computer point of view, the pros must be superior to the cons. It's like a escalation privilege : you don't do it if you could avoid it.

So it's much more normal procedure to plant a bug into a human (that could be easily erased from his memory and vanish like a dream) rather than take over his full body.