- Don't drink
 
- Don't bring a credit card
 
- #2 is more important than #1. Together they are deadly.
 
- All CBJ, all the time (by law). You *might* get an HJ uncovered from certain ladies, but don't bet on it.
 
- Most won't kiss or will only do closed mouth if they do.
 
- It is OMG expensive...you probably won't get out for less than $$$$, bare minimum - and that's for an hour, at most.
 
In April, I went to Sheri's Ranch, which is in Pahrump, NV, about an hour's drive from Vegas. They are known to be the most expensive legal brothel due to proximity to Vegas - they get a bunch of high rollers coming in from Vegas who don't care what they pay. 
I brought a pretty good bankroll with me (not bragging - I saved it over about 6 months prior to the visit), and got 2 hours with two of the legal "courtesans" (as they call themselves) in a private bungalow. The bungalows come with champagne...of which I partook liberally to calm my nerves. Time went by very quickly and when it came time to rebook, I wasn't ready to stop and "oh look - there's a credit card in my wallet - problem solved!"
When I think of all the good times that could have been had with fine local ladies for that money...ouch!
I knew nothing about the hobby at the time - as far as I knew it was all streetwalkers and pimps out there. Yes, I had a sheltered existence. 
Anyone else been to one?  I hear the ones up north around Carson City are not as expensive. Still way more than hobbying though. I doubt I will ever go back to one - I will support the local economy instead!