I've done it several times, usually always when extremely trashed... The best part about it is being able to kick em out and fall asleep as soon as you're done
To the people worried about possible robbery after... Know it or not, if you have white skin and you live any kind of uncommon lifestyle (go out late, no dayjob, lots of gringo friends over), or have a vehicle, or have had anything of value delivered to your place, odds are the people in your neighborhood have already pegged you as a possible target. Your focus should be on your security, not on the fact that the chica will remember where your house is and tell her boyfriend and his buddies.