we wouldn't have examples of providers doing any one of these.

My own personal preference is a studio in a busy area (non-hobby businesses).  I also prefer one-woman studios, vs. those with multiple providers, though some of my faves are in the latter, so, in the end, it's no big deal.  

My favorite is actually Thai massage, which I have only encountered overseas.  There, there's no table, but rather a mattress on the floor.  Makes it a little more comfortable and sensual if/when the body-to-body contact comes.

An office building studio works best, in my opinion.  Never tried a massage in a motel or home and don't see any advantage to them over a studio.  A studio shared by multiple providers is OK but scheduling can be a challenge if your lady shares her massage room with others.  One of my faves has a solo studio and the other shares a studio suite with another but each has her own massage room.  So it seems I prefer a studio setting where each provider has her own room, although that preference is undoubtedly due to the the skills of the ladies who utilize the room rather than the room itself.

...is it legal for someone to set up shop in a hotel room to provide massages? Let's just limit this to perfectly legal massages with no nudity on the massagers  part and no sexual contact. Legal in Minnesota or not? How about Las Vegas?
I know that other businesses have used hotel rooms for business purposes like clothing wholesalers or Photo Portrait studios.

I've almost never done erotic massage as I prefer FS but a fixed location is vulnerable if the traffic coming and going is easy to observe.