Recently I've been thinking of do my first overnight . Up until now my longest session has been two hours but I've always wanted to try a longer session. If you can afford it have any of you found them worthwhile ? I worry it will be an hour or two of fun and then just be awkward .  
  Should you consult with the girl ahead of time to see where she would like to go or do to make things go more smoothly ?
  On side note I'm looking at one utr girl that has always been one of my atf  on screen but I've heard she can be very YMMV in session . Do you thing having an extended session would help us build a little rapport and have a better session ? Have any of you jumped in to a longer session or overnight with someone you haven't met yet and have it work out ?
  I would love to here any of your experiences or advice with this.

I've always had the same thoughts as well.  I would like to choose a PSE with whom i have never met but am attracted to physically and schedule  an overnight just to see what happens.  i do think it would be awkward since you have no idea what her personality will be like or if you even have any common interests, but it would definitely be interesting.

for an extended date (4-6 hours) before committing to an overnight just to be sure you have some compatibility first.

In fact, don't even do the extended date until you've done a 1-2 hour session because what if you two are fairly incompatible, or she is just someone who doesn't turn you on?

To answer your last question, yes, I have done overnights with gals on the first date, but I had emailed and spoken on the phone to all of them rather extensively first, so I had a good feeling that things would work out well, and they did in all cases.

Unless you are both young studs, do plan to arrange some other diversions on your date.  Usually going out to dinner is enough but if the date is longer you could go to a show or movie, or similar entertainment.

I do lots of overnights and I enjoy them immensely, not on account of getting in a lot of sex (We generally get it on 3 times.), but on account of enjoying each other's company and conversation.

I've done several overnights in my hobbying life.  They've all been... well, disappointing, including one overnight that turned into a horror story with a girl I had seen before.   Apparently, the girl was on anti-psychotic medication and forgot to take it that day... seriously.  She had skipped her meds and started hallucinating.  

I recommend the multi-hour a few times before committing to an overnight.  And I certainly wouldn't book someone I never saw before for more than 2 hours the first time.  If you book for more than that, and you don't get along, you're going to either be sitting there staring at each other until the time is up, or wasting money because she's almost certainly going to want the full amount for the time booked even if she leaves after an hour.

This is yet another reason to work with a good agency.  A good agency will steer you away from someone you won't get along with based on your preferences and previous dates.  

Finally, keep in mind the words of the legendary Charlie Sheen:  "You're not paying for sex.  You're paying them to leave afterwards". :-

My .02... I have had two marvelous overnights, but only after doing 2 equally fantastic 1-2 hr bookings.  The 1 led to 2 which led to more.  I was able to gauge how it would go after the first two visits.  Stamina aside, what worked really well with the overnight is the opportunity to go with the flow and if opportunities ahem "rose" I was able to enjoy them without the worry of the clock.  On the last one we were finally ready to retire and actually sleep in the bed we had, but then wouldn't you know it?  My hands roamed one more time and before you knew it, we were at it again.  I plan on repeating when time and finances allow again (and again).  Chemistry is key here