Here's the breakdown:
* "Again" as a simple transition: If "again" is used as a simple transition word, a comma is usually needed.
* Example: "Again, I want to thank you for your hard work."
* "Again" with strong emphasis: If "again" is used for strong emphasis, a comma is not always necessary.
* Example: "Again I say, this is a great opportunity." (The emphasis is on the repetition of the phrase "I say.")
* "Again" as part of a phrase: If "again" is part of a longer phrase, follow the usual punctuation rules for that phrase.
* Example: "Again and again, she tried to reach him." (The comma is separating the phrase "Again and again" from the rest of the sentence.)
In short, there's no hard and fast rule. Use your judgment and consider the context. If "again" feels like a transition, use a comma. If it feels like a strong emphasis, you might not need a comma.