I've been around the block a few times and will try to give some answers:
1. I've not always used an agency - there have been times when talking directly to the person has been more beneficial. On the other hand, I had already established something of a reputation as a "good guy" and could use other porn stars as references by then. Since you've seen a few porn stars, that might help you but if you're not well known, you might be better off going through an agency.
Going through an agency has certain advantages. First of all, the ps you choose is less likely to flake on you or steal your money. If you search this board, you'll see complaints from others this has happened to in the past. Also, an agency will do all the vetting so when the ps shows up at your door (or you to hers), everything will be all settled and she'll feel safer. Establishing a good reputation with a good agency can get you to UTRs that might otherwise not be available to you.
I tend to work with TLC - I've found Adonia to be really helpful, and she's steered me away from women who I might not get along with so I've not had a bad time with anyone Adonia has set me up with.
2. Sometimes the sessions are fantastic, sometimes they are not. I remember seeing one of my all-time favorite porn stars and having one of the worst experiences I've had in the hobby. It all depends on chemistry and how she feels. If she's hung over from partying the night before, or doing drugs, you might not have a good time (going through an agency can help to prevent situations like this). If she's not attracted at all to you, or repulsed by your looks, you won't have a good time either. It happens. In reality, going on a date with a "porn star" is no different than going on a date with any other woman - sometimes there's just no attraction and it's no one's fault. Sometimes two people just don't connect.
3. That's a matter of choice. There are a lot of porn stars I've seen because I've seen their movies and I wanted to do those things with them. Other times, I just might meet some PS who looks so incredibly hot, that I've just got to do her. Again, in reality, these are woman - they are no different or no better than any other woman (escort or not). They just have different experiences and a different lifestyle, and can bring something to the table (their fame) that others can't. I was at a swing party when someone had a movie running and there was one of the women I'd seen through the hobby - bragging about banging her got me laid. Would I have gotten laid otherwise? Who knows. So it really comes down to how much you think it's worth to you to pay the big bucks.
As others have said, if you mention particular ladies you're interested in, you might get more info. Or you can PM me.