Look, I do *both.* That is, I work for an agency and I have my own clients who I see independent of the Playgirls. Tracey knows that I'd never see a client of hers outside the agency and I keep that trust by never breaking it. In this way, I can offset the money the agency takes by seeing two or three of my own clients per week.
You need to do what *you* what want to do. Don't be bullied or take any shit from people who will tell you that there is no point working for an agency because they'll just take half your cash. Weigh the pros and cons and decide what is right for you.
I like working for an agency because I absolutely DO NOT have the patience to deal with the inane, offensive, ignorant requests/questions and often, atrocious spelling and grammar that comes with scheduling your own appointments. I'm terrible on the phone, I work much better in person. That's what I'm good at. So I let an agent take care of the crap I hate and I don't mind giving them a portion of the fee to do it. Also, if I'm having a shitty day and I'm not emotionally capable of seeing a client, I don't have to. I just don't go on call. I don't have to explain to anyone why I'm not working, or have an excuse for why I don't feel like it.
It is not *always* about making the most money. It's about making a living in a way that is most enjoyable for you. Some of us do this because we love it, not because we're blinded by dollar signs.
That being said, to answer your query, I can only recommend my agency, the Ottawa Playgirls. I've never worked for anyone else, and I wouldn't want to.