Agencies...

It seems like a lot of the women I would be interested in work through agencies...  Should I be any more nervous about my personal information getting out than with an independent provider?  Some of them want proof of where you work etc...  While I completely understand why they do that I would hate for LE to get a hold of that.  It seems like an agency would have everyone's eggs in one basket which makes me nervous.  And especially considering how much business they conduct versus just one independent provider...  I am just being paranoid here?  Any information, comments, experience would be greatly appreciated!  Thanks guys!