Which is safer, a independent with reviews or a agency that has girls with reviews?

If well reviewed, probably safe- agency or indy.

Either could be  a sting if recently busted themselves, and you hear occasionally about agencies getting busted with their computer full of client info, but that could certainly happen with an indy too.

Seems to me that you rarely hear of a problem with well reviewed- the busts seem to be Craigs List!

As long as you stick with reviewed ladies and legitimate agencies your chances of trouble are very low either way. If you don't have any references you may have better luck with the agency. Have fun!