Hotels, incalls or outcalls all have their pros and cons. Your situation will differ from someone else's, so there's no right or wrong answer. Both you and the lady need to be comfortable to get the most out of the experience. If you want the convenience of the outcall you have to consider the risks of inviting a strange woman into your house.
I think the best way to minimize this risk is to do your homework and find a well reviewed lady with an established reputation. TERB has many reviews of indie and agency ladies in this regard.
Speak with the lady on the phone, but be brief and don't waste her time. I always use a phone call to get a gut feeling about a person. Trust your gut.
If you're looking at finding a regular girl to see, then testing the waters in neutral territory, like a hotel, could be helpful.
Besides trying to figure out the trustworthiness of the girl, you should also consider what you have to lose. If you put away valuables, letters, IDs, jewelery, etc. then you lower your risk of something negative occurring. Have the money counted out and in an envelope before she arrives so she doesn't know where your piggy bank is. Nothing worth stealing or blackmailing. In other words, don't tempt fate.
Whatever you decide, stay safe and have fun!