How to set a buffer locally face attribute for a particular buffer?

Here is what you need to do:

;; First create new face which is a copy of hl-line-face
(copy-face 'hl-line 'hl-line-agenda-face)

;; Change what you want in this new face 
(set-face-attribute 'hl-line-agenda-face nil
                    :box '(:color "deep pink" :line-width 2))

;; The function to use the new face
(defun my-org-agenda-hl-line ()
  (set (make-local-variable 'hl-line-face) ; This is how to make it local
       'hl-line-agenda-face)
    (hl-line-mode))

;; Finally, the hook
(add-hook 'org-agenda-mode-hook 'my-org-agenda-hl-line)