For a start, I am not quite sure how you would include tickets physically unless you are in charge of the box office distribution as well.
The standard practice, as far as I have ever known is, is, of course, to include the fact that you are currently in something that the (potential) agent may come and see in the body of the letter - they are within their rights to come and see you in it, to turn you down and ignore the offer, or, often these days, to apologise for not being able to attend, but to offer you an alternate way of maintaining correspondence if they are interested in you - arranging a meeting, or asking for a showreel to be sent. But they will always appreciate the fact that you have written to them with something in hand, because it shows that you work, and are, in consequence, already a better prospect than an actor who talks the talk but cannot walk the walk!
The offer of comps or concessionary tickets is standard; most agents, if interested, will place a return call or letter with you, and simply expect you to arrange the comps through the box office for the nights they say they plan to attend. You must always ascertain with the box office exactly how many concessions you are entitled to, before you start issuing them right, left and centre, but most people work on the assumption that the offer of comps is just that; an offer that may or may not be taken up, and should there be ten concessionary tickets you need to provide, then you will have to negotiate that bridge when you come to it.
I think physically sending the tickets smacks of desperation, as the majority you write to *won't* necessarily choose to come and see you - agents like to allowed agency (no pun intended!), and making them feel you are forcing them into attendance, rather than offering a reasonable choice, is probably not a good idea.
But above all else, if you aren't physically printing the tickets yourself, then you don't have control over their distribution anyway, as far as I can see, unless I'm missing something in your question!! No box office in their right mind is going to allow you to fire off tickets willy-nilly if it's costing them to print, and they want to guarantee that the *maximum* number of seats remain available for paying customers, rather than having them tagged 'out of bounds' on behalf of speculative ones. If you are, in effect, your own box office, then this might be different, I suppose.
