There was an agency in my area that got busted and LE made a point it would follow up on CC receipts.I'm not a lawyer, so I don't know what they could do. Why create a paper trail if you don't have to?

Proving that you were a customer of an agency does not prove that you had sex for money. Still, why even risk it? Use cash and avoid the paper trail.

Even if they can't convict you LE can be a pain in the butt when i comes to pestering you for info and making you feel threatened.

Well, there was this guy I heard of named Eliot Spitzer who lost a pretty important government job because he was caught making wire transfers to an agency whose providers he was seeing...

Seriously, the less of a paper trail you leave, the better. Cash is your friend.

I'd be much more concerned about my SO finding the bill than LE.  The credit card record only shows you paid for 'services' or a 'massage,' while that may imply much more, thats not evidence of anything.  But IF LE did call/visit you (so far fetched I can't imagine it) STFU and tell them to see your lawyer. PERIOD.  They don't have a case against you and they know it.  If they threatend to tell my SO or employer, I'd very bluntly tell them to go right ahead, but to stand by for the massive lawsuit and that THEY would be paying the alimony, child support, and for any lost earnings, not me.  

The other concern I would have about using plastic with any agency is that they might use it themselves or sell the number etc to someone who would raid your account.  Cash is so much simpler.
mvr