Sensual massage is another way of saying that the massage will include sexual contact. Don’t expect to get a sensual massage at a spa. The massage therapists who work at spas are trained in therapeutic massage, which is based on Swedish massage techniques.
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 and continue working. If you persist, they will end the massage.
Massage therapists tell me that men usually ask for sex 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." None of this is appropriate -- or legal -- in a spa setting.
At home, you can incorporate massage techniques into your lovemaking. A very good book for learning massage techniques at home is "The Joy of Sensual Massage," by Jack Hofer. This is a fully illustrated book that teaches you how to give a 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 home massage toolkit, but you don't have to spend a lot of money on some special "sensual massage oil." A nice, inexpensive choice is sweet almond oil, which costs just $7 - $8 for sixteen ounces.