That's a lot of questions. What to expect? Traffic, jacked-up rates on everything, rooms girls, a lot of out-of-town talent, you have more of a chance getting ripped off by some random girl you pick up at a casino bar. Personally I would stick to local k-agencies and amps.
For AMPs Read the reviews here. Pick 1 or 2. Go for it. Are you going to have a car? Makes a big difference. Not getting ripped off is easy. Go to reviewed amps and agencies. Independents even reviewed might be touch and go, especially one that only does outcalls to your hotel, finding reviews usually helps. Put their phone number in google and find reviews.
I don't totally trust reviews, but it's a place to start. My main concern is getting rolled any other activities a lot of times are YMMV.
For outcalls to strip hotels you should do an agency. I would go with any of the 3 k-agencies in town, they raise rates for outcalls, but if you don't have a car, it's about your only reliable choice for outcall to your room or use the agencies ride service.
I usually go day time, it's easier for me to tell work i have an appointment then it is to tell my wife I'm leaving to go somewhere. IMO day might be better, especially on busy days like around superbowl time, girls might be worn out by night time and not as enthusiastic as when they first start the day.
Trying to keep this short, any specific questions would be better, just ask.