I wish that agencies screened. While in Toronto, I worked for an agency that I did outcalls. They did not screen. I was pissed. I remember yelling at the agency owner (who is likely a member of this board) infront of another girl in his car that it was me that was risking my life whenever I walked into a hotel room or opened a door. Not him. To be honest, I would say that most (not all) agencies in Toronto are run by people that have shady real lives, and really don't have any business skills whatsoever.
I used an agency because I was going to school at the same time and didn't have the time to invest in becoming an independent provider, but for the girls reading this, if you want to be safe, I would rely on yourself. You may think that an agency is looking out for you, but they probably aren't. This is a generalization that I may be attacked on, but I am going to say it.
Screen, screen, screen.