I use both.  Generally, I'll try an indy first and if I run out of options I'll default to an agency.  No agency I've dealt with has made screening any more difficult than most indies do.  Generally, girls start with an agency until the learn the ropes, then realize they'll net more money as an indy and go that route.
As for liking to chat with the ladies, that's fine but you'll pay for the time anyway.  If I'm going to do more than 5 minutes of "chat" I'll do it OTC if she's cool with that.

You are dealing with the "owner" so to speak, rather than an "employee". That, in and of itself has inherent benefits. Usually, there is a greater devotion to reputation and a higher experience level with an Indy.

Sometimes, agency girls can get worked to death and a natural resentment sets in against the agency for having to share the money, although obviously the agency is not at fault for that. But when you are the 3rd, 4th or 5th guy the agency girl has seen that day, well, you just cant expect her "service" to be the same as with the first guy in the morning.

Agencies, imo, also carry a much higher degree of LE risk which I dont feel comfortable with. Yes, I am well aware I am generalizing as there are tremendous providers that work for agencies. Some of them are highly ranked and some of the most sought after girls in the biz so you do have to take each lady on a case by case basis. But when you factor in everything, including the added LE risk that I perceive is there with agencies, I just prefer Indy girls.

With an Indy girl you will get often a more experienced and better provider who will give you in most cases more bang for your buck. On the other hand scheduling with an Indy girl can sometimes get difficult. I have had several ladies I saw where scheduling was not very easy and one or two where it was so hard I just gave up on trying to get together with her. Now I see someone that I have no issues with and schedule usually in advance to ensure I have a spot.

Agencies are great if you want a selection of lower cost girls to pick from where scheduling concerns are often not a factor at all. If you can find an agency that has a few girls you like it may be a great solution for you.

Think of it like this
Indy girl usually = fine dining (reservations required and more expensive but worth the price)
Agency usually = buffet (always room for more and you just may be a buffet kinda guy)

Who I am seeing.  A third party making representations as to what she does and does not do is something I just don't need fucking up the session.