If an SP is going to do something criminal (steal your ID, wallet, etc.) then it really doesn't matter if you invite them to your house or you go to their incall; they're going to do it any way. The truth is that the overwhelming majority of SP's whether indy or not have no desire to do something dumb like that. I would also include driver's in there too since, I'd hope agencies and indys check them out first.
There are always exceptions, but you should still take steps to protect yourself. Honestly speaking, I wouldn't have an SP in my place whether I lived alone or not. Obviously, if you're living with someone then an outcall to your house would be bad idea. You have to assume someone's watching and will notice the lady coming and going or a driver either idling in your driveway or driving around on your street. Outcalls almost always carry an upcharge too.