That depends on you and your risk tolerance.
Although, I have never had any problems you should be aware of a few of the risks. Things may disappear, evidence may be left behind (wrappers, perfume scents, etc) that may be found by your S/O, the possiblity that she is psycho and now knows where you live....etc. LE may give you a call if they bust the agency.
For the most part, as long as you keep this in the back of your mind its fine.