Newbie - FAQ
I've been happily frequenting massage parlors for about ten years now. I've had everything from a flat refusal to do anything not on the "up-and-up" to one girl being so interested in outdoing another girl that she rimmed me unexpectedly. Um, wow. 8-)
Another poster mentioned Googling to get your info. That's good advice, but let me summarize my experiences here to get you started. As always, YMMV.
For a virtually guaranteed happy ending (HE), hit an Asian Massage Parlor (AMP). They _almost_ always provide a happy ending, sometimes more. I say _almost_ because there was _one_ place in 10 years that didn't. Very, very odd.
To me, it's hotter to "score" at a non-Asian place because it's a lot less of a sure thing. So when it happens it's awesome. I'm maybe 50/50 on first-time HE's at non-Asian places.
Remember the massage ladies are taking a HUGE risk to give you "service" at a legitimate place of business. They can get shut down (and it happens regularly) if they proposition LE. It's your responsibility to "screen" yourself for them. Most ladies will not take the initiative.
ExhibGuy's sure-fire steps to get a HE:
1) When you come in, the correct answer to "Have you been here before?" is always a confident "YES!"
2) Be clean and smell nice. If a shower is offered beforehand, take it. If it's a table shower, oh my yes take it. 
3) "That's okay, I don't need the drape." Never let them use a towel to cover you. In ten years, only one woman has insisted. Never went back to that place.
4) Talk to the lady. Smile. Be nice. Have a real conversation with her while she's starting the relaxation. Try to increase the comfort level in the room.
5) Make it clear you're horny. Arrange the twig pointing down between the berries, grind a bit once in awhile, tell her what feels good when she's rubbing you "legitimately."
6) After she asks you to flip over, you have to judge when to "make a move," but sooner is better for everyone's comfort. The easiest "move" is just to take her hand and place it on your exclamation point. This tells her you're not there to bust her and she can relax. You could also place a hand on her ass, touch yourself, or do any number of things to make it clear what you expect.
7) If you like the masseuse, but for some reason it just doesn't happen, or if things don't progress as far as you would like (e.g., she won't let you play with those gorgeous tits), then tip her well so she will remember you and COME BACK. Second visits are _always_ much more satisfying than first ones, because you both know what to expect, and if you're a good tipper she will want to keep you interested and will up the ante...
Tenth and eleventh visits are even better than second ones. There's a local legitimate place I like where I always see the same lady (my ATF masseuse) -- a smoking hot 45-year-old with seriously the perkiest natural B-cups I've ever seen, I mean they look like they belong on an 18-year old. Took me about five visits to get her to be nude, and to teach her what I like. Now I have 90-minute sessions where she teases me _constantly_ and, oh by the way, also gives me an _excellent_ massage! (She lets me massage her too if I want... )
Summary: Quick-fix HE's are available if you play your cards right, but be aware that even sweeter rewards await if you put in the time. Just like anything else in life.
...but generally I'd look elsewhere for FS.
AMPs are for relaxation: a decent massage plus a little extra. If you want a _lot_ extra...well...lookie here, there's all these providers with reviews on TER!!!