Keep your wits about you.
Sounds easy and/or like common sense, but everyone who has done this for a while knows better. No matter how cool, smart or in control you think you are, if you do this often enough you will eventually run across a girl who just has your number. There are some girls out there who are masters at this game and know how to read and work their marks.
There is a hook for every fish, including girls that make you feel alive, uber hot girls, charismatic enchanting vixens, young girls with sad tales designed to engross those inflicted with White Knight Syndrome, and all other types and varieties.
As hard as it can be once you get hooked, always keep in mind what she is in this for (your $$$) and always remember that YOU are in control, not her. These things can build quickly into something fast and furious. Whether you are banging her, getting dances ITC or just tipping her for time, the train ride will eventually come to an end. The only question is how much fare (money, time, energy, emotion, etc.) you will pay on the way to the station.