An unorthodox answer:
We would argue that no one new to the lifestyle should EVER use a prostitute for the first time, unless it's just going to be a one-shot deal and you have no intentions of continuing on in the "lifestyle."
Why? Because all the events and experiences leading up to that first encounter (first visit to a club - wide eyed and open mouthed, attending meet & greets, playing e-mail tag on the swinger sites, the IM sessions, etc etc etc) are like "preschool" for the lifestyle. This is to say, that during your "ramp up" process you get valuable experiences and insights that give you a pretty good idea if this lifestyle is something you both want to be involved in. If you use a prostitute, you miss all that. A threesome with a paid lady and a couple swap or FMF with a legit lifestyle lady are two VERY different things, trust us on this.
Not knocking all the folks for whom the prostitute scenario works, and we don't look down on the profession at all. It's just that we feel we would have deprived ourselves of some of the self-discovery benefits of swinging had we gone that route (the sex is just a side benefit )