....better to go with a private escort or try the NYC party scene first?

The only down side to NYC scene for 1st time is you don't know what you'll get. You may get lucky..you may not..You may get played.

Using a review site is tried and tested. Read / Research / Select / Dial.

IMO, each has it's advantages and disadvntages.  If you meet a t-girl first at a tranny bar (say she's a dancer or a customer of the bar), then you get to see what she looks like and get a sample of her personality with out spending a dollar of your money.  I have observed known escorts in a tranny bar.  Had I not seen them in person first, I would never had called them via looking at the ads online.  Seeing them in person sealed the deal for me and I knew I wanted to hook up with them.

The good thing about going to see an escort is it is a cut and dry business transaction.  You are paying for an allotted portion of her time (say an hour or so) and in that period of time you are "seeing what's she's got"  you will then know if she is hot or not and if she's worth your cash to ever see her again.

If you have lots of free time, do both.  If not lots of free time, research the escorts and hook up with one who seems like a good deal for you.

Most girls you meet at a party are either working girls, or they are looking for a guy who likes them for who they are, not just because he is looking to experience something new.

With an escort, if you do your research, you can find one who cares about fulfilling your fantasies and going at your pace, and expects no emotional commitments or ongoing relationship.

Best of luck to you,
Mandy