JIM - From the results of the Council in Heaven it seems clear that we had agency in the pre-existence. While some chose Christ's plan and a third rebelled to take what must have appeared to be a less "risky" plan (i.e. no agency but all were sure to return), were some spirits able to choose not to come at all? Could they remain in some angelic, albeit lesser state?

JOEL - As far as I know there are no scriptures or words from any prophets that would indicate that there were more than two choices besides God's plan and Satan's plan. Eventually all those spirits who chose God's plan will make an appearance on earth in the flesh before the second coming of Christ.
God wants all his children to live with him in eternity and have all that He has (D&C 84: 37-38).; that could not happen if we forever remained as spirits.