Don't use Vegas as your first time.  Find someone closer to home and see a few if you can.  If there's a reputable agency in your town, use them to start and move to indies from there to get an idea of what you like and don't like.

If you ever pick up a VIP membership here, you'll quickly find that the median rates for escorts in Vegas are more expensive than most places.  Also a good way of finding what looks/services you want to filter when looking for that one of kind provider.  $20/month isn't much but worth the investment if you have the time to do the research.

It's like entering a WPT event for $25k and having never played texas hold'em before.  Try some of the satellite events first and work your way up.

Bob