Hi Amy,
I'm currently working with a Virtual Assistant company and I love the client relationships and experiences I am gaining from it. I started working with the company last October (07). I have 7 full-time Clients through the company and all have requested to stay with me when I do go out on my own.
One thing about working through a company is the pay..when I first started my hourly rate was considerably low, but I wanted the experience and took on the client and gave it my all. Once I proved myself the pay rate increased considerably and is still increasing

.
Another thing, you don't actually get 'hired' with a VA company...if you are qualified to assist clients through this company. You choose the clients whom you want to work with.
I am in the process of building my own VA business. But, I needed some kind of income while doing so. I did a massive internet search one day and found the company and Im so glad I did. The Clients I am currently working with are constantly referring me to friends, family and colleagues.
So, I guess is what I am saying is....Tess is so right and has made a really good point as far as being taken serious and setting up your own business - it makes a huge difference. I also feel that sub-ing through a company, a GOOD, LEGIT VA company could also be a positive.