You're going to get answers both ways like crazy on this one. It's all personal preference man.
Some objective differences...
Complaints resolution is generally better with an agency (some notable exceptions do apply)
An Indy is far more likely to go over time since they answer to no one and don't have to pay for the room on a HH basis
In the event of a cancellation, for whatever reason, the agency will often have a decent replacement for you.
In the event of online praise, the indy will likely thank you.
In the event of online criticism, the agency will either ignore or slam you, while the indy will try to explain (or excuse) or in rare cases apologize and depending on the girl, the white army will saddle their horses and ride to her defence.
They both can use outdated photos, they both can double book. They both can result in unfuckingbelievable experiences
Go for the girl, not the section of terb they advertise in and as long as there's a decent reputation, you should make out ok