In last decade, intensive research on emotional intelligence has advanced significantly from its theoretical basis, analytical studies and processing technology to exploratory applications in a wide range of real-life domains. This paper brings new insights in the field of emotional, intelligent software agents. The first part is devoted to an overview of the state-of-the-art in emotional intelligence research with emphasis on emotional agents. A wide range of applications in different areas like modeling emotional agents, aspects of learning in emotional environments, interactive emotional systems and so on are presented. After that we suggest a systematic order of research steps with the idea of proposing an adequate framework for several possible real-life applications of emotional agents. We recognize that it is necessary to apply specific methods for dynamic data analysis in order to identify and discover new knowledge from available emotional information and data sets. The last part of the paper discusses research activities for designing an agent-based architecture, in which agents are capable of reasoning about and displaying some kind of emotions based on emotions detected in human speech, as well as online documents.