I think it depends on how much research you are willing to put into wherever you want to go. For example, in Las Vegas, prostitution is illegal, but it is not in several of the surrounding counties:
Counties of Nevada. Counties in red do not permit prostitution. Counties in yellow contain at least one active brothel. Counties in blue do not prohibit prostitution, but have no active brothels
So in Las Vegas, girls often advertise as being "dancers" much like in Edmonton where girls advertise "massage." But there are definitely prostitutes who work in Vegas, which means you as an SP have to figure out how to work the system so that you don't accidentally run into enforcement or work another SP's/pimp's territory. Soooo... it can all be a rather complicated question to say, "what's a working tour to the U.S. like?" Talking generally, prositution is illegal in most of the U.S. so you run quite a bit more risk than you would in Canada, but can charge more as a result. I personally wouldn't recommend it given the whole risk/reward/uncertainty/research involved, but if you do have your heart set on it, I would advise choosing a few specific areas and researching them thoroughly.