"Agree" vs. "concur"

Agree and concur mean the same thing in this context, but the latter is more formal. Both words may be used with or without with.

I agree.

I agree with you.

I concur.

I concur with you.

I usually see:

I agree with you. (most common)

I agree. (also common)

I concur. (not so common)

To say I concur with you. is awkward, but I'm not sure if it's technically wrong.

As @Jasper says, the words mean pretty much the same thing. I suppose concur could be a little bit more "formal" than agree, in that it's not so well-known. But that's really just because it's "dated". From Google Ngrams:

In answer to OP's specific question, use agree unless you want to sound stilted / pretentious. Whilst there's no grammatical reason why with you is any more "correct" after either verb, in terms of usage I suspect it may be omitted more often after concur. I suggest that purely because the brevity of I [verb] can carry "imperious" overtones, better suited to the more formal concur.

Reflecting on this, I think that concur describes a passive acquiescence, agree an active one. Imagine a meeting. The Chair says Are we in favour of what is proposed? This is followed by heads nodding wisely and a general murmuring suggesting that those present approve, that is, they 'go along with it', they concur.

Now imagine a different meeting. The Chair again says Are we in favour of what is proposed? One of those round the table says This is a bold initiative and we should give it our support.’ Another says I did have some reservations, but I can now see the advantages and you can rely on my vote. And so on. Individually and collectively, they agree.

Concurring, I think, has the connotation that you are coming to agreement with a group consensus that is in the process of forming. In other words, the group is coalescing around a particular position, and you are helping that coalescence. Agreement is usually more directed towards a statement that someone else just made.