Sensuous Massage Oil is a good and inexpensive oil if you're looking to try. It has a lightly sweet scent, although it's not at all overpowering. I was looking for an oil with a somewhat gender neutral scent, nothing overly sweet or floral. Personally, I think it smells like cake batter, but again not overwhelmingly sweet.
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That's great I love cake batter so I may give it a go. The price point is awesome!

All of these options look promising. I really would like a oil since my home is covered in candles already. The amber and pomegranate sound delish!

I love Sensuous Massage Oil. I've ordered it several times now because I love it so much. It's a great deal and very good product.

I guess I don't really associate the scent with vanilla. I guess it does have some hints of vanilla, but the scent is much more complex than that. There are hints of almond and some lightly spicy notes. Plus, the scent will be slightly different for everyone as it is applied. I think it is potentially still worth trying.

Alternatives would be the Shunga line. They make decent oils but to me are way to strong and sweet or floral. I prefer more gender neutral scents.

I've also used the Sensual oil in the Healing Blend scent which is earthy and smells of evergreens. Unfortunately, their scent names are not helpful so you will have to read reviews to find what each one smells like.

If you're willing to spend some money, the JimmyJane Afterglow an Special Edition massage candles are fantastic. The scents are mature and complex, not at all candy sweet. They are great to use for massages because of the warmed oil, but they are quite pricey for the amount you get.

If you're more interested in experiencing the massage aspect, you could first try with using either a silicone lube or coconut oil purchased at a health food store. However, they won't have a scent.