Trying to arrange a booking with an independent at relatively short notice can be difficult, even for a couple of hours ahead. If she is busy with a client, you may have to wait some time for her to reply, only perhaps to be told that she is not free at the time you want. Repeat with plan B and then plan C, and you can waste quite a lot of time. Whereas with an agency, you will get an instant reply, and if the girl is not available when you want, you can ask about your plans B and C.
Also, with an agency, you can be almost certain that the journey won't be in vain, that you won't have been double-booked, bumped for a better or late-running client, kept waiting for ages until she is ready, etc. If a girl treats agency clients like this, she will get a bad reputation with the agency, and could lose out on a lot of bookings as a result.
At the bottom-end of the market, agencies are generally more expensive than independents, because of the agency "cut". An exception to this is some of the Asian girls and agencies. The girls charge £150 an hour if you book direct through their AW profile, but going via an agency you can get the same girl for £140 an hour, with a regular's discount. In such cases, I really don't understand why anyone would book direct.
A big disadvantage of booking direct in cases where a girl advertises both direct and through an agency, is that she is more likely to give priority to an agency booking. A couple of years back, there was one Asian girl I used to see who advertised at £130 an hour on AW. However, my booking with her was rushed because she had obviously squeezed me in between two agency bookings. The £20 saving by booking direct was just not worth it.