Massage is an integral part of our sexual relationship. I've been going through a lot of stress lately and sex just has not been enjoyable for me. I would always be way too uptight or thinking about what I need to do later that day (ranging from job applications to what to fix for dinner) or just plain worrying about stuff. So my partner decided to start giving me massages to help me relax. It has been an extremely wonderful experience, since it helps keep me focused on the here and now, and relax enough to enjoy myself! I too will return the favor, of course!
In general, we either use lotion (my favorite is actually bath and body works' warm milk and honey collection) or I make my own massage oil (about 5 drops of essential oil per tablespoon of oil--I prefer grape seed oil as the carrier oil, since it's very light and not as greasy).
We usually start by massaging the back, neck, and arms, going down over the buttocks, legs, feet, and then coming back up the front of the body. It makes it a bit more sensual and teasing, and we're less likely to fall asleep if we massage in that order.
I have also gotten a professional massage before, which was amazing. It helped so much with some of the stress in my life. It really helped with muscle soreness and stress, so I would gladly get one again. However, I still prefer the massages from my partner, because of the intimacy they create, even if the technique isn't perfect.