I think the only time I've walked was when I was ready to do it in advance. I'd booked a girl from a profile I'd seen a few times before, and never been entirely convinced it was real, so had decided to find out once and for all. I went there with the profile ready on my phone, and sure enough, the directions started taking me to a flat I'd been to fairly recently, for a fairly average punt. When I got to the door, the same woman I'd seen before opened it, so I went in and showed her the picture on my phone, saying "so who's that?" She said "that's my friend". I just said "bullshit" and walked, with her shouting "FUCK YOU, TIMEWASTER" after me. (And then went and reported the profile, which promptly disappeared.)
It's difficult, though. Unless you've done it a few times, I think you really have to be half-expecting to walk and be ready for it, otherwise your cock takes over and you just go in anyway, and get angry with yourself afterwards.