I did a loop of all the Southern houses last month, ended up partying at Sheri's. Then I partied at Sheri's again this week. I researched and read blogs, forums and sites for a month. My advice to people thinking about going to a brothel is do some research, then just take the plunge and go. Just get out there and check them out with an open mind. Maybe you won't like the first courtesan or house, then go to another, maybe even another. I didn't like the first two houses or two ladies. But the third house and lady were great. Then when I went to Sheri's a second time and partied with another lady, I had an experience that was so amazing, it will be burned into my mind forever.
Basically, just be open and see what happens.