I prefer to have a girl visit me when I'm on the road for much the same reasons as the ladies have detailed. I control the situation and feel safer knowing it's not a bust. Especially in a town where I don't know the lay of the land as well. I always make sure to lock and bolt the doors after they enter. Also, if she turns out to be psycho, I can change rooms, hotels, cities, whatever and I'm OK. If I bring her to my house (which I can't really do without a lot of risk), then if she's crazy, she now knows my address and I can't readily move!
In town I prefer to visit the girls at their Incall for the reasons above. I can't entertain and if I have get the room, which will only be used for that date, I'm leaving a trail AND the cost of a session just went up.
But even that's not foolproof. I remember hiding, naked, in the bathroom of a nice hotel in KC while the 3 agency girls (didn't know they were sharing a room!) were getting tossed out by management for not being able to pay for the room because their credit card declined. I was on the 5th floor and in the middle of DATY on a cutie when her roomies break down the door, come rushing in (I about shit on the comforter at that point!) and yelled "WE gotta go... NOW!!!!?" 2 seconds later the manager is beating on the door demanding they open it. I grab my clothes and run to the bathroom, start getting dressed while listening to the conversation. The manager wanted them out IMMEDIATELY! They finally convinced her to let them get packed and their friend dressed while she waited outside the door. I was dressed but waited as they were escorted by security down the hall and out of the hotel. As soon as I could I slid out the door and ran down the fire escape and then walked as calmly as I could through the lobby as they were arguing with the manager. I got in my car and took off as fast as I could. Never did get to finish.... Just another reason I prefer Indy girls that I know....