If it’s not local and a tube fare away (i.e. in London) then I do too.
Depending on the prospective client I might even consider billing meeting time even if local to get rid of the time wasters (haven’t had to do this but you might depending in how much you vet new clients and how busy you are).
If they’re not a trade customer, then the first meeting is not free. I don’t think that a first face-to-face meeting is necessary, anyway, you can evaluate via phonecall, this is what I prefer to do.