It is really a question of what makes you comfortabel

 
There are plenty of advocates for agencies and many do have very good reputations.   They also provide a place for gals who just aren't into the whole process of self marketing and taking care of the business end of things.

 
My personal concern is not so much getting burned, but rather how I would feel if an agency I did a lot of business with got busted which, unfortunately, happens from time to time.

...a major pro being once you're screened with a reputable agency you have privy to their entire stable of women. That in itself can be advantageous. But on the other side agency girls are heavily controlled and unlike indies sometimes their sessions are rushed and more businesslike. It really is to each their own. If I see a provider that catches my eye and she belongs to an agency I will pursue her just like I would if she was indy. It's not a deal breaker for me. But if you have been badly burned by an agency I can see why you'd be hesitant to use one again. But of course not all agencies are created equally. Researching can never be stressed enough.

Been a lot of LE activity in Atlanta with two agencies being busted and the pimps, Providers, and numerous Johns were arrested.  Given that all this has happened my thought would be to stay with indies.

Agencies, like individual providers, build reputations over time, and you can get a sense from your local board for which ones are best in your area.

I'll just add that your choice also depends on what you're into. For example, in my area at least, if you like Asian providers, there are certainly some well-regarded indies, but if you seek variety you're probably going to end up dealing with an agency at some point.

ladies although, depending on the city, I have used agencies from time to time.

As long as you do your research, you should be fine either way

I feel like it complicates things. Don't see the point of taking a transaction between 2 parties ( me and the provider) and making it a 3 party transaction (me, provider, agency)