I recently got my very first massage.
It was nice. I think. I didn't like the part where she was literally punching me for several minutes but other than that, it was relaxing. I have to admit, one thing I thought to myself was that I don't think I would have enjoyed it as much if a male were giving me that massage. I think I would have felt uncomfortable.
I feel the same way when I go to the doctor. I've had some great male ob/gyns, but everything else being equal, I'd definitely choose the female. (Everything else is not always equal though... I would have taken any male doc in the practice over the woman who delivered my youngest.) I know a lot of women feel the same way.
Actually, in probably any situation where there a lot of touching involved (massage, physical therapy, physical exam), I'd prefer a female over a male. And I find it pretty hard to believe that most women don't feel the same way.