In a large mixing bowl, combine the agave, tequila, lime juice, garlic, chili powder, cumin, salt, and pepper. Add the chicken thighs, stir to coat, and let marinate for 30 minutes at room temperature or covered with plastic wrap in the refrigerator for up to 2 hours. If marinated in the refrigerator, let the chicken sit at room temperature for about 10 minutes before cooking.
Preheat the oven to 450 degrees. Line a rimmed baking sheet very well with heavy duty foil.
Place the chicken on the prepared baking sheet skin side down. Pour the marinade over. Bake for 15 minutes or until the fat starts to render from the chicken. Turn the thighs over and bake for another 10 – 15 minutes or until deeply browned, and the juices run clear when the thighs are pricked with a knife (165 degrees on an instant-read thermometer).