Bad idea if you do. One of the things a redirect adds is delay. All of a sudden your pages are getting slower waiting for all these agencies to decide who wants that view. What is even worse is your pages are reliant on these banners to load at all. If an advertiser goes down they stop your pages from loading and you lose traffic.
More ad agencies means more points of failure.
The scam is cpc. Cpc means you get paid by the click instead of the view. Obviously you signed up for the cpm, or per view paying banners. But what you find out is that they only toss a couple of those every once in a while, the vast majority are cpc. The truth is that someone is getting a lot of ad space and you aren't getting paid for it.