I personally would rather be indirectly employed via agencies, with higher net pay at the end of the day and plan for my own pension & social security than being shafted by high taxes in Spain, Italy or Portugal (e.g see easyJet contracts) where you will received no real benefit.
You just need a thorough legal backup tough and local knowledge of tax rules only some specialist can provide.
In the UK this is not uncommon with some significant tax alleviation.