Thai Massage: This is a must-try for any massage lover visiting Thailand, as it is the staple and traditional massage of the country. If you're only used to Western massages, it is sure to be a new experience, and one that you will probably either love or hate (most likely love). The first major difference is that it is conducted on the floor on top of a small mattress instead of on an elevated table. Your masseuse will engage with you on the floor, using his or her body weight to activate pressure points and put you in positions to stretch out your muscles. Your masseuse will lay with and on you to apply the proper pressure.
Depending on your flexibility level (which they will gauge), they will also twist you into positions, combining yoga and massage techniques to remove knots and relax your muscles. There is a bit of your standard massaging in which hand strength is used to apply pressure, but it is completely dry (no oils) and a very small part of the procedure. Prices typically range from 200 baht to 350 baht ($6-$11) per hour and can be experienced inside or outside.
One last note: Because of its nature - the fact that you and your masseuse lay together on the mattress - Thai massages are to be received clothed. Some places will give you Thai pajamas to change into, and others simply let you remain in what you're wearing. Any place that allows you to do it in your birthday suit should raise an eyebrow.
Oil Massage: This is more of the traditional massage Westerners have come to know, very similar to a Swedish massage in that it uses light, lulling pressure to relax the patient. It is typically performed on a normal, elevated massage table, and you can feel free to receive it nude. There is a slight amount of stretching, but for the most part you stay still and flat. At 400 baht per hour ($12), this is typically the most expensive massage you will see advertised, presumably because of the oil used.
Foot and Leg Massage: It doesn't get more "king upon a throne" than getting your feet and legs massaged while you sit in a comfy leather lounger. A woman, with her experience of pedicures, can no doubt understand this pleasure, but I would recommend it to any man as well. Your legs and feet are the most important muscles to take care of when you travel, and a combination of pressure point treatment and traditional oil massage will leave you feeling refreshed and light on your feet. Depending on the venue, this is a great treatment to get with a buddy. You'll want to remain quiet and respectful if you go to a proper, air-conditioned salon, but if you find an outdoor place on the beach, you can feel free to bring a beer and make small talk as you receive the treatments side-by-side looking out over the ocean. Prices for this treatment range from 150-250 baht per hour ($5-$8).