I think option A is the best option - go with nice incalls who are independent.  That minimizes the work on your end, and all you have to do is show up.  

If you go with option C, then there are a few things you can do to reduce the anxiety you may have about appearances with the front desk.  Here are some things I've done.  First, if it's a provider you know well, you could ask them to book the hotel room in their name, and you offer to reimburse them for the full cost of the room.  It's just like an incall, really, but some may not actually have a permanent incall location that they use (i.e. an apartment).  Second, you could find hotels that have "day rates."  I know some Starwood hotels like the Westin or the W offer day rentals for rooms where a full overnight stay is not needed, and you're charged some portion of a full night stay.  This option is used quite often for companies using hotel space for meeting rooms, interview spaces, or for travelers who are passing through. I'm sure they get their share of providers, too, though they probably don't admit it.  Third, if you're going to book the room yourself and don't want anyone prying into your business, then just check in and check out using automated kiosks, the TV, or the phone.  I usually check in at the front desk in person, and then if I decide not to spend the full night at the hotel, I just check out using the automated check out on the TV and just walk out.  Yes, this does mean that I end up paying for a full night's stay, but you can usually find good rates on travel sites, and let's face it - if the provider is mindblowing, then the cost of the hotel room is well justified.  If TV check out not offered, I just call down to the front desk and have them check me out and ask to send the receipt via e-mail or just decline one altogether.  Of course, it gets a little problematic if you use the mini-bar, so I tend to order refreshments from room service so that it gets onto my bill right away, or I'll just take the provider to a meal or a drink prior to our session.

Most hotels slide the folio under your door and say that you all finished and checked out at the specified checkout time unless you tell them otherwise.

I'd say you're worrying about nothing.

I've tried "S" a few times and once ended up with a hotel mailing a copy of the bill to my home!  If you go that route book online using a third-party site so everything is done electronically.