Of the dense Kondo materials in the class CeTSb2 (where T=Au, Ag, Ni, Cu, or Pd), CeAgSb2 is special due to its complex magnetic ground state, which exhibits both ferromagnetic and antiferromagnetic character below an ordering temperature TO∼9.8K. To further elucidate a description of this magnetic ground state, we have carried out a systematic study of single crystalline CeAgSb2 by magnetic, electrical magneto-transport, and Shubnikov-de Haas (SdH) studies. We have constructed the magnetic phase diagram based solely on magnetoresistance data. Here, depending on the orientation of the magnetic field H, either ferromagnetic or antiferromagnetic ordering occurs below TO. At zero field the temperature-dependent resistivity below TO is most consistent with antiferromagnetic order, based on the transport theory which includes magnon scattering. The crystal-field-effect theory applied to the susceptibility data yields splitting energies from the ground state to the first and second excited states of 53K and 137K, respectively. Based on different models to determine the Kondo temperature TK, we can obtain both low-temperature and high-temperature estimates for TK of ∼23K and ∼65K, respectively. In the Fermi surface studies, the measurements show very small Fermi surface sections, not predicted by band-structure calculations, and the SdH amplitudes are very sensitive to field direction. © 2005 The American Physical Society.