As always, depends on the state and a lot of other facts I suspect.
In Texas, ShysterJon frequently explains that you just have to talk about exchanging sex for money, no money need be exchanged. So, if you are talking about setting up a session, but then never actually paying for the sex, that would still be worthy of an arrest.
If two people just decide to get together and have sex, isn't that just a a prelude to marriage?
One other point needs to be made. In Texas, the thing to be exchanged for sex (the "fee") doesn't have to be money. It can be anything of value. I wrote about this issue a few years ago on another board (and my post was, in turn, posted on yet another board):