I had a girl wing me for a while, it's got advantages and disadvantages, and it really depends what you want to get out of it. Positive things are that a set will open easy as fuck, you give off a lot less of the 'creeping on girls', easier to turn the conversation sexual, big big help with blowing out AMOGs (if she does it), and easier to extract if you play it right. My advice would be:

- Make sure she's clued up on how game works, at least the basics. Attraction, logistics etc. Girls aren't clued up on this generally and if you're not careful they'll make you come off like a dickless 'nice guy'. Thinking they're helping but actually blowing attraction.
-Establish early on that you aren't boyfriend and girlfriend, otherwise this will be assumed and isolating and getting physical will seem weird.
-Leave the club with your wing when trying to extract. The fact that she's not just leaving with you will get past all that 'anti-slut' shit and assure the girl that you aren't a pyscho and that leaving with you is safe.
- Most important one. Still go out with guys. Open sets by yourself when you're out. If you rely too much on the benefits of having a girl there you'll become girl DEPENDENT, then when you don't have her as a wing anymore (this WILL happen) your skills will have gone to shit. Remember, making things tough now will get you laid in future.

It really depends what you want from it too. I headed out with some girl about a few times a couple of months ago but she was picking up numbers too. As a random coincidence some bi-girl I know asked me last night to head out with her to pick up girls for the sole purpose of threesomes. The test run is next week and I feel like it'll have to approached completely differently. If anyone's got advice on that specifically I'd appreciate it.