As you suggested, that's the first thing that came to mind. You may consider it as a more widely-known term than "agencja windykacji..." I'm not sure, but I tend to think that the "agencja" may be a bit enigmatic to most TT readers, and may be a bit TOO literal/techical for the purpose I think you're aiming at - hinting too strongly at the source culture (e.g., USA) rather than the universally-understood Polish equivalent. Consider the target audience, but moreover the real purpose of the message you're trying to deliver.

"Komornik" is also a bit more GENERAL than "agencja", where by contrast the "collection agency" is pretty mush the ONLY word WE widely use and universally understand. It's your call, but I think unless you're doing a contract or purposefully trying to make it enigmatic to the more provincial readers, "komornikom" hits home just a bit better.