Should I get verification through Agency or independent 3rd party? I want to get started, but I am concern if I provide too much information, I will get blackmailed. I am from the OC, please recommend how I can get verify and still have a peace of mind?

The verification agency is probably easier.

The risk of blackmail if very low if you stick to well reviewed providers and the popular verification agencies you'll see named on here.

how do we know if the agency is good and reliable and how does agency how?

Some providers do not like or accept references from agencies. Look for an escort that is newbie friendly. Many will say this on their website or ad.

Most providers require you to be verified thru say preferred411 or rs2k site.. while others will verify you thru your employer etc..