We have 3 friends who do this. One visits the young first time offenders.
The other two go to some tough prisons.
Prison ministry is a blessing which was recommended by Jesus when he mentioned visiting people in prison.
I had a friend who was in my prayer group for awhile. She was part of a group which ministered at the prison. Before a scheduled visit to the prison they would meet and pray intensely for guidance from the Holy Spirit. They also would have people praying for them during their time at the prison. According to her, there was a deep, dark aura which surrounded them when they enter the prison for prayers and meeting the inmates.
May God blessm and protect all those who are called to this ministry.