Depends on where you are and how much you're willing to shell out.
You have to do it at least once, IMO. Lose your virginity so at least if normalfaggot "friends" ask you about your virginity you can lie convincingly. Whether you want to make it a habit is up to you and your bank account.
From personal experience, the escort scene is pretty good in London and Amsterdam. Not sure about other cities. If the person you see is not the person in the ads then GTFO. Don't be stupid, avoid shitty parts of town, leave the valuables at home. Don't invite the escort into your home. Always tell the escort what services you want before you hand over the money.
If alcohol makes you lower inhib, then have one drink before you start, but not too many. It's going to be awkward.