Personally I don't believe in it, but it may be against youre religion as Snowy Astra says.

All depends on your belief of ethics. In the society we live in today, visiting a medium is unlikely to feature highly on what most people would consider immoral or wrong.

At the end of the day do what you feel comfortabel with.

It wasn't that long ago that sex before marriage was considered immoral and in some religions contraception is still frowned upon.