Usually hiring a private detective that is independent will cost more but you'll get better quality results than from an agency. I know a man quite well that retired from the FBI and worked for an agency a short while and didn't care much for the way they do business. Now he is an independent P.I. And does quite well and only takes on jobs that mean something. An independent P.I. Might cost more but the results are well worth it.
It all depends on the individual PI ... And the specific agency.
But given the ease of modern online investigations into most people's lives, most people don't need to hire an outside investigator.