I was in Amsterdam a year ago, I also wanted to try something a little more high class than the windows, so I selected a brothel just as you are looking for. To compare, I visited a few window girls as well.
After a lot of research into brothels in Amsterdam (look around as there are other boards that cover Amsterdam and Germany in more detail), I chose Asmara.
The experience I found was not that great. I was shown nine girls, paraded in front of my very hastily one by one so it was hard to choose. Only one of them smiled at me at all, based on the smile she was the one I chose.
The actual time with her was OK - the sex was good but there was upsell (like 50 EU to touch the breasts upsell! I like breasts but I am fine staring at them a foot away for free) and while in the middle of the action so to speak, she chimed in with a fifteen minute warning that I think may have been shorting me on time.
In comparison with the window girls the only thing I really found "higher class" about the brothel was the fact you had a shower before and after. The window girls have a sink and paper towels to wash private areas. In Asmara the room/bed was a touch nicer, but not much.
With both the window girls and the brothel it would seem you have to have a discussion ahead of time about what exactly (and I do mean exactly, down to exact things that can even be touched or kissed) you can do, you have to carefully check the start time, and so on. I preferred the window girl experience because you had a much wider range of selection that you could mull over at your leisure, and they really seemed more friendly and liked what they were doing more although they are still very much about finishing up and moving on. It's not like you are thought of as odd for staring at the window girls, there are tourists of all description gawking all over so you can spend as much time thinking as you like before choosing.
In response to a review of Asmara I wrote on another board someone mentioned that the Park 118 prive (brothel) seemed much nicer, so you might give that a try - I will the next time I am there. Or, really, it's so easy to take a train down to Germany and visit an FKK that may be the best option yet (i have not tried that myself).
Overall though I between the brothels and window girls I thought the experience of going with an escort was just miles better, and it may well be true there as well. It's more expensive but you get what you pay for. It brought me new appreciation for the wonderful women of TER. :-