I don't think you can really lose out by trying more than one agency. In fact, I agree with the above posters that it's *much* better to have a bit of choice - as an escort, you don't really want to be relying 100% on someone else. (I guess that's why the 'Independant' thing is rather popular!) And trial-and-error is pretty much the only way to find yourself an agency that really suits you.
I think you know already not to give money without bookings or do 'trials' with some agency-running dude so it looks like you're knowledgeable and can safely investigate an agency or two that takes your fancy. Maybe make them aware that you are testing them out before committing 100%? (*Don't know if that's actually good advice, mind!*) ...I only mention it because the escort agencies that have been around for ages do seem to have a bit of an attitude, like you should be grateful that they'll take you on. Which is rubbish, because you're employing them! Grr. Just makes me cross. I am part-indie, part-agency at the moment (mostly indie) and my agency seems to find it gleefully amusing to wait until I've decided to have a night off and see friends or family, and then send me half a dozen texts asking if I'm available "now for booking in Wimbledon". Erm, no, I am not.
They're useless, really, although they have lots of girls, do lots of advertising and make lots of profit for the owner. But they never seem to spend half a minute wondering what I might prefer regarding booking locations/times etc.
Or maybe I'm just a whiny cow!