I'm kind of new at this, in this area anyway, and I'm undecided as to whether to seek out a local indie or go with one of the agencys that advertise so heavily in some publications.
What say you?
Which is safer, better talent etc?

Way too many variables to answer this...  You need to read the Newbie Manual, link at the top of this board.  You will need to read back through the posts on this board...  there is way more to this hobby than a quick answer.  To be successful you need to get educated...  no one can do that for you.  All this is FREE except for your time.  
Eventually you'll need VIP to read the complete reviews & see if the individuals offer what you are looking for.  Mere existance of a profile does not tell you if the review is good or bad.
skb

I'd say a well reviewed indy. You're more likely to have a positive experience, avoid B&S and avoid other issues. Whichever you pick, make sure they have reviews!

Some cities have one or more reputable agencies, and some have none.  My advice is to spend some time reviewing the last few weeks of posts on your regional board, where you will likely get a feel for some of your local indies, and perhaps some insight into the local agencies.  Then check out the websites of your local agencies and look up the reviews of their ladies.  You will likely see a trend, where most or all of a certain agency's ladies have high scores.  Likewise, some agencies' ladies will have less than consistent reviews.  In general, you want to pick out the providers you feel attracted to with good reviews, and worry less about whether they are independent or with an agency.
I spent over a month with VIP studying my local board and reviews before attempting to meet a provider.  My first experience was with an indie and my second with an agency.  Thanks to my research, both were excellent experiences, and I continue to use this agency about once a month for the last three years because I know I can trust them for a fair deal.

Do your homework on what works best in your area.

In most cases I prefer independdent ladies.  However, when traveling to a new city for business, I will sometimes use an agency for the convenience factor.

The biggest disadvantage of most agency girls is the phone call at the 50 minute mark telling the girl that she needs to get you out the door so the next guy can begin on time.

I've done both, and much prefer indies.

Nothing wrong with agency girls, but you sometimes get the feeling you are on an assembly line. With an indie, I find it much more likely you will get a more relaxed, non-clock-watching session.

However, if you're looking for a quickie on short notice, agency may be the way to go.