I love giving them. I haven't gotten one in a very long time because my ex was a cunt like that.
I usually use lavender or peppermint oil, both are very relaxing and peppermint is especially good for crampy muscles (perfect for soothing a lady's moon time). I've never had any formal training but I've seriously considered it to the point of all that was left was the signing of the dotted line. I'm rather proud of my massage skills, they've gotten me laid more than once.
Usually I start with the arms and upper back and work my way down, or I start with the feet and work my way up. Then I have my victim roll over so I can do the front. I find things much more effective if you throw some random soft kisses in, or a light tickling touch. Chicks dig it.
Never had the opportunity to combine massage with anything other than normal vanilla sex, but usually by the time I'm done she's asleep or halfway there, so me being the sweetheart I am, I let her sleep.
One fun time I had a lady on top, and she just stopped moving and laid down completely on me, with me still inside. I knew she just wanted intimacy (me too), so I reached over and grabbed my oil and put a little on my hands, then started a rather awkward back & thigh massage. Very erotic and very intimate, I didn't lose my wood at all the 20 minutes or so we were like that.