Data analytics leveraging large-scale language models (LLMs) and agent technology (LLM/Agent-as-Data-Analyst) is making a significant impact in both academia and industry. Compared to traditional rule-based or small-scale model-based approaches, agent-based LLMs enable complex data understanding, natural language interfaces, semantic analysis capabilities, and autonomous pipeline orchestration. This paper presents five key design goals for intelligent data analytics agents: semantic-based design, modality-hybrid integration, autonomous pipelines, tool-based workflows, and open-world task support. Furthermore, we review LLM-based techniques for (i) structured data (e.g., tabular query answering for relational data and NL2GQL for graph data), (ii) semi-structured data (e.g., markup language understanding and semi-structured table modeling), (iii) unstructured data (e.g., chart understanding, document understanding, programming language vulnerability detection), and (iv) heterogeneous data (e.g., data search and modality alignment for data lakes). Finally, we present remaining challenges and offer insights and practical directions for advancing LLM/Agent-based data analytics.