The answer is
Bond
Invest in this word and it'll never leave
you invest in bonds and bonds make things stick together
Add my first, and you'll turn me into an agent.
James Bond, secret agent
With you, we can jump and leap (for joy?).
With you (the letter U), we create BOUND, a leap (assist from @techidiot)
Take and shake my only one of these in order to flex, a belt, until secure.
This is a reach, but take out the O (clued by o-words "only one of"), shake it and flex it to an E,A,I to become BEND (flex), BAND (belt), and BIND (secure) (assist @Ankoganit)
With an important number added on I will take control.
Add "age" (an important number) to form BONDAGE, a recreational activity in which one of the participants is controlling the other. (assist @Ankoganit)