I have been to many MP's in the Toronto area over the years, and worried about the same problem. However, from the posts and discussions on the boards here that we have all read, the establishments that are most frequently recommended would be as safe as any environment, inside or outside the MP trade.
I can not see the MPA's there risking the establishment's name, and their own, for the sake of a few extra dollars that we may bring in. There is a steady stream of income flowing into these establishments, and the treatment, candor and respect we receive is reflected.
Common sense should dictate what we all do. If an establishment is seedy, new and/or unknown; the attendants unfamiliar, or the setup easy to take and relocate, then I would hold on to the personal effects much more tightly, however, if you are in an establishment that is well established (pardon the pun), well known, and you are comfortable in otherwise, then sit back and enjoy the experience. That is what we are all there for. How much fun can you be having if you are constantly worried about getting ripped off, instead of just enjoying.
All this is a long winded review, and first post, for my establishment of choice, IT. The girls are friendly, the establishment is clean, well laid out and comfortable, and I have never been disappointed nor uncomfortable. In fact, the operation is run on a very first class level and I would highly recommend to anyone that has not been.