The strip clubs are boring, the agencies are rip offs, and most (if not all) of the SPs are terribly overpriced. Go to TER (The Erotic REview) for a good selection of reviews but plan on taking plenty of cash. I quit hobbying in Vegas some time ago after I tried all of the highest rated SPs and found I could do much better else where. Never tried any of the massage places but I'd bet they are as much rip-offs as the agencies in that town.
I was just there and the going rate is pretty expensive for SPs. US$300-400 it would seem.
The other thing with a lot of the more reputable indie SPs is that they need referrals a lot of the time in the U.S. You may need to put them in touch with T.O. SPs that know you. Not sure if this is enforced 100% by all of them but it seems to be a recurring thread in my research in the US on hobbying.