If you're a first-timer, you might want to try out a so called 'oil massage' first. More strong is the Thai massage, in which your body is stretched and muscles are squeezed, sometimes it hurts. But your masseuse will tell you 'no pain no gain'.
My recommendation is DEVI MASSAGE - 300 meter from the house in an alley of the moat. Best you pass by and make a booking, they are quite popular.
Whereever you go, give the girl a nice tip 50 or 100 THB if you can miss it.