I'm surprised they even knew how to get another woman off. Some don't even know how to skillfully get a man off, which is a hell of a lot easier than satisfying a woman.
I have recently started going to massage parlors and noticed that most ads seem to indicate a preference for calling ahead. The few places I have been to seem to have only 1-2 girls working and 3-4 rooms. Don't know if this is the norm or not.
Not very comfortable doing that. Figure it leaves a record (like using a credit card).
Thoughts?
I'm not quite sure what you are expecting: no appointment, ring the bell and walk-in service? There is no place that I know (Boston, NYC) that will answer a buzzer or a knock without some idea of who is expected on the other side.
Almost every service (indy, agency, MP) requires some kind of appointment, even if only short notice. First call for set-up; second call when you are in the area at the right time (to get the room or address/buzzer.)
The only exception I can think of is the more spa-like MP which often have very commercial and legitimate settings that any naive passerby might venture into. Even with the spas, it's better to call ahead to make sure you won't be sitting around waiting for an hour and, if using their website and pictures, that the hostess you want to see is actually there and available.
I also assume you are using a hobby phone and not your regular phone. If paying cash (the norm) there is no further record. I doubt you'd need to use it, but a phone call record is not proof of anything else. It does not prove that you actually went inside there.
From where I've been, two-calls IS the norm.
Not very comfortable doing that. Figure it leaves a record (like using a credit card).
Most AMPs especially, are quite open to walk in traffic. I have been to dozens and dozens of MP's in several states without an appointment, I just simply walked in and rang the buzzer.
The problem can be with the smaller places especially, is if they get a flurry of customers and only a couple of girls, you get a log jab in the waiting room which obviously is unacceptable. Most of the time the mamas an will come out and tell you to come back in an hour.
One last thing, where it comes to MP's pics you see on the website are very rarely of any of the girls you will actually see there. 90% of MP's use stock pics.
In NYC, you're not getting a buzzback from any place that I know unless you've made call-1 for an appointment (sometimes "now" is good enough) and call-2 so they know who to be looking for on the video surveillance camera on the buzzer. Yeah, smile for the camera!
Most of the places I know in the NE make an effort to protect the privacy of every client. No cross-talk in the hallways, waiting areas or table shower room. Once in a while, I'll catch a glimpse of a fellow traveler but it's always a mistake or slip-up.
Did OP say where is from or where he is doing this? To repeat:
The SOP varies by region.
If he was I would have deferred to your local knowledge, but contrary to what you New Yorkers believe, NYC is not the center of the universe. lol In most other parts of the country the way I described things is how they work.
I will concede that you are correct about crossing in the hallway or waiting room, all the MP's make a major effort to make sure this doesn't happen for the obvious reasons, but I stand firm that 90% of the pics on ads for AMPs are not only not of the woman you will actually see, but most of the time they are stock pics.
Now if you are talking apartment type MP's or a K girl incall, that is a different matter, but the overwhelming majority of actual AMPs operate exactly like I say
The SOP is pretty much what GaG described. The only time I make an appointment is if I have the personal number of the masseuse. Otherwise I just walk in and take whoever is available at the time. Rarely do I get told to come back later.
All ladies in the ads for AMPs and spas in the Chicago area are never the actual lady who works there
.....and the photos of the ladies in the cheesy local rag newspapers ads are not even close to what the girls actually look like.
As for the photos, it is not clear to me:
Are the gals better or worse looking than the photos, cheesy rag notwithstanding
..and AMPs are a fun diversion on occasion. Probably at the bottom of my service preferences, but they can be a great spur of the moment option.
The girls in the cheesy rag newspaper ads are usually way better looking than most of the girls actually working. There are occasionally some real hotties, but generally what I have run across is in the 3-5 range. As long as they are accommodating, I don't mind too much 
(Who am I kidding? I love to be nosy.)
but, do you get weird looks or vibes when you enter these places?
Sordid minds want to know. 8o)
No I've never gotten any weird vibes, but I have gotten more than a few raised eyebrows.
In a couple of places it took a few visits before anything happened, but I'm sure that happens to guys sometimes too.
I rarely go anymore since it cuts too much into my strip club time 
I'm surprised they even knew how to get another woman off. Some don't even know how to skillfully get a man off, which is a hell of a lot easier than satisfying a woman.
I'm pretty easy to satisfy, and most of the older women seem to know what to do. Sometimes I have to guide the younger ones a bit....but they are quick learners
...I've seldom made appointments. Simply stepped inside and buzzed. A few places suggested I call ahead next time, so I did for them. But the vast majority I just walked in.
Generally I've been taken to a room right away. If it was a small place and they had a sudden rush, I might have to wait a bit until someone was free. The smallest place I ever went to had only one person there, and if she was busy, she came to the door and told me what time to come back when she would be done with that customer.
I was never left in a waiting room with other customers. One of my favorite places had all the rooms upstairs, and the girl would walk down the open stairway to escort me up. Meanwhile I was in a nice waiting area with the beautiful mamasan/receptionist chatting with me. Only once did someone else buzz while I was still waiting. That time they whisked me off to the kitchen before they admitted him!
I agree with GaG that in my experience the advertising pictures were clearly stock pics of Asian girls.
It may be that the places feel it somehow protects them from LE infiltrators. Not sure how that works, but in any case, I don't think you have much to worry about if you use a hobby phone that can't be linked to you
there is no requirement to call though sometimes a wait is inevitable. Phone calls are preferable... especially if you want to request a particular gal. I had a gal who I liked at the last place & I called & asked for her & booked an hour out. I called from outside & she met me at the door... but that was because I liked her.
Another place I called ahead & was given a time something o'clock... I passed but in actuality it was less than an hour & should have found a coffee shop to kill the required time.
Hobby phone... just as necessary for MPs as other services.
Another think that has started cropping up in my area... is a "fake" form with name, address & phone. The fine print says it's a "non-theraputic". The form is repeated for every visit, even if you've already done one. The first time I was unprepared & had to think quick to create a phony address... as if anyone could read my scribbling anyway... If I'd known they had to be repeated, I wouldn't have given even my real hobby phone, LOL!
I was required to fill out a form once at an AMP in LA. Similarly, it momentarily took me by surprise, but I just entered a fictitious name, address and phone number. Ended up going there 2 days later and went through the charade again. If they don't check ID, what's the point in having you fill out a form? Does anyone actually fill in real information? If you do fill in real information do they send advertisements and coupons to your address?
so the MPs go along with it just to avoid problems.
I doubt anyone ever looks at them
A lot of the AMPs in Texas have signs posted that they do NOT offer massages. Rub downs seems to be the accepted language
to require that just about any kind of physical contact between two people for pay requires some kind of certificate. I hope judges throw out the laws for vagueness and being overly broad, but I won't hold my breath on that
To avoid practicing "Licensed Therapeutic Massage" (LTM) WITHOUT a license, they just call it "body rub.
In my state, the heat is on... there are new laws & ordinances being enacted to regulate body rubs... may cities have (sadly) regulated them out of existance...
Just buy a burner phone register it though a pay phone and use cash only!! problem solved.
I will send you my bill in the mail.
WS