Independents are definitely to be preferred. Clubs can be good but you almost always end up paying more than you would in a private. I remember Deli and Eva from last year. Payed 1000 CZK for one hour and had a great time. Biggest problem with independents is to find up to date info. My advice buy an "Annonce" newspaper and check the adds. Some are pretty good but don't trust the pictures! Most of the pictures in newspapers and online are fake. Try to get info from people in Prague like some of the guys on this forum. They can give the best info.
And of course when you go to Prague and meet some great girls share the info :)