Sensual massage is a great way to build intimacy and closeness with your partner. A very good book for learning sensual massage techniques at home is "The Joy of Sensual Massage" (compare prices)," by Jack Hofer.
This is a fully illustrated book that teaches you how to give a sensual massage to someone at home. Hofer points out, however, that the main purpose of massage is to relax the body, whereas sex excites it. It's best if you approach massage as an end in itself, not merely as a prelude to lovemaking.
Massage oil is an essential part of your sensual massage tool-kit, but you don't have to spend a lot of money on some special "sensual massage oil." A nice, inexpensive choice issweet almond oil (compare prices). You can also add essential oils to your oil to make it anaromatherapy massage. Rose, ylang-ylang and geranium are all good for romantic encounters.
Sensual massage is not offered in a professional spa. The massage therapists who work at spas are trained in therapeutic massage, which is based on Swedish massage techniques. If you asked for sensual massage at a spa, it will be interpreted as a request for sexual contact.
It is a breach of spa etiquette to ask for sex as part of a therapeutic massage. If you do, the massage therapist will explain that is not the purpose of this massage. They may continue working (unless you persist) or end the massage.
Men sometimes ask for sex during massage in an indirect fashion by directing them "work higher" when they get to their thighs or "work lower" when they massage their chest. They also ask the therapist to remove the sheet or ask if the therapist does "extras" or "happy endings." None of this is appropriate -- or legal -- in a spa setting.