I'm new to the site, but I wanna know if any one can help me with advice on how to own and operate an Outcall agency in Dallas, Tx. legally.  I need to know how to cover my ass...legally.

Might it not be easier to incorporate in Mexico, where I believe this is legal?

The location where the business is incorporated doesn't matter.  The employees and officers of the company would be breaking the law in TX, and be subject to TX law.

As far as answering the question, you should get an attorney in Dallas to advise you.  Don't rely on a message board to cover your ass.