IIRC, they must hold a license (which is conditional upon their possesing a current medical clearance), and the House must hold a license as well.
Both can be revoked at any time by health authorities or police. Oh, and in LEGAL brothels, condom use is mandatory.
Is it perfect? Of course not...risk exists everywhere in life. However, a LEGAL, REGULATED system like that of Nevada (or Puerto Rico, where prostitution is also legal) is nonetheless infinitely safer and cleaner, not to mention FAR less opressive and violent to the women involved than any illegal one.
Let us not forget, also, that pornographic movies and magazines are legal in most places, and do they not constitute prostitution?
Oh, but that's 1st Amendment. Where is it, Sweden where having sex with an animal is legal? I'd sure like to hear a goat say, "Yes, I want you to do it to me."