Minnesota
Re: I prefer down, so I can tickle it ;) -eom-
I used to keep it up. I left it down once when with a very highly reviewed massage provider. She began to kiss, lick and gently suck while I was still on my belly! Now it's always down to enable easy access 
Years back when I started getting erotic massages I would start the session with my dick pointed towards my upper body. I just assumed when getting erect this would be most comfortable while laying on my stomach. A little while ago I tried starting a massage with my dick pointed towards my feet to see how it went. I was with a regular and very experienced messues for this. It was fantastic. Gave her much better access to touching the underside/tip of my dick and when erect enough the shaft as well. It wasn't uncomfortable until my hard on was ragging. She knew it and suggested I flip to get more comfortable.