I always pay as soon as I get in the room. Never hand it to the wg, just put it down on a table or somewhere and point it out to her. I prefer it like this so neither of us needs to think about money and I can pretend she is fucking me because she likes me. It's also my way of pointing out there's no cash for "extras" - I don't carry any spare cash.
Sometimes they take the cash into another room but 90% of the time they just thank me and leave it there. The money is often checked and stashed while I'm in the shower at the end. Some girls, especially those who know me, never touch the money until I've left. I really appreciate this because it shows trust all round and I'm much more likely to return.
There was one occasion, a few years back, when I forgot all this in my excitement and left without paying. I realised on the way home and sent a text to apologise. She sent a message back telling me not to worry, I could pay her next time. Restored my faith in humanity, that did.