Depends on what you like and how much you're willing to spend. And if you're solo or with friends. Are you looking for a type of experience or you just want to fuck and leave? Everybody has a different preference, I know this from going punting with friends
Personally for your first punt, I would suggest to stay away from Walk-ups. ONLY cus theres a higher chance it could be a bad punt. Theres just too many variables where the experience could be bad.. I've had girls with shitty service.. ones that wouldnt kiss.. no sucking on tits.. no playing with LS.. etc. or just bitch attitude once you walk in the door. Or even the dreaded "clock-watcher". Also I think walk-ups for first timers (even if they've punted before) is a little bit intimidating. I've taken many friends visiting and they're always hesitant and need my encouragement to pick a girl.
Spas and saunas on the other hand usually cost more, but the girls will also try to make sure you have a good time so you dont bitch to their boss about it. And they would care to give you better service because they have a reputation to uphold. You also get a nice relaxing massage to get you into the mood rather than just jumping straight into the action. Just my 2 cents.