No they don't.
Depends on the role. More senior people are far more likely to be wined and dined - although personally I can't think of anything more unpleasant than having to deal with a recruitment consultant for longer than is humanly possible - they rate only slightly higher than estate agents in my book.
In any case, returning to the OPs question. You don't pay the agency for anything regardless of if you get the job - infact Jobserve states that any agency requiring payment by the candidate should be reported to them.
Good luck!