1) Generally how safe is going to out-calls or in-calls for the client?
(Going into a complete strangers residence is quite nerve-wracking.)
Depends on who you are seeing. If you see an established, well-reviewed provider, you'll be fine. Sure, you'll probably have a wee case of the nerves no matter what, but there should be no worries about anything untoward or unexpected happening. If you see some random gall from BP, then all bets are off.
2) I've seen postings about companions doing B-B-B-J and practicing other unsafe sex acts. How easy is it to contract a sti/std?
This has been discussed to death. No way in hell will you ever get a definitive answer - except for unprotected penis-in-vagina type sex. That is one thing everyone agrees is a no-no when hobbying. At any rate, there are lots of older threads on TERB, as well as sexual health resources all over the interwebz that discuss these issues. Read up and make an informed decision.
3) Are independents better or worse than girls who work for agencies?
Yes.
...sorry, couldn't help myself. As with question #1, it depends on who. Some independents are singularly fantastic, and some are scam artists and worse. The same goes for agencies. There are agencies that are a cut above, and agencies that are fly-by-night operators. As with everything, do yer due diligence. Read up on anyone you are interested in seeing (here on TERB, for example) and you'll be awright.
On a side note, you may be more comfortable having your first experience with an MA rather than an SP. Just something to consider... and discard if it doesn't ring true for you.