There are too many different styles of massage out there to comment on fully in this format. However, to get the best massage for your needs, having some idea of what a style entails is essential.
All massage therapists who have gone to a reputable school have been introduced to Swedish, Eastern and Western styles of massage.
Swedish is a basic style of massage, used mainly to relax the recipient and increase blood flow to the superficial tissue.
Eastern philosophies vary greatly but mainly focus on releasing blockages in your "energy" flow.
Western styles also vary greatly but tend to take the original Swedish massage strokes and incorporate them into a more therapeutic massage with a specific goal. (i.e. Trigger Point or Myofacial work)
My specialty is a very specific style of therapeutic massage called Neural Muscular Therapy which is excellent for pain reduction. I have had extensive training in trigger points and where their pain patterns refer as well as how the nervous system and soft tissue of the body interact, especially when there is a problem. I am well versed on muscle function and how trauma interferes.
Each massage I do is specifically curtailed to what the individual wants and how my skills can accomplish that. Most people who come to my office choose to have a combination of relaxation and specific work. The most common request is to have a relaxing massage with a little more focus on those areas that are bothering them. Some people simply want to relax, which means I do not focus on releasing areas of tension beyond what increasing their superficial blood flow does naturally. On the other end of the scale, I have a small percentage of people who need very specific work to help them maintain a level of functioning that their body does not come to naturally due to injury or disease.
What I am about to say next is very important so please read very, very carefully. There is a very fine line between good pain and bad pain and you should NEVER have a massage that hurts you. Good, therapeutic pain hurts a little bit but also feels good because you can tell it is helping release problem areas. If you find yourself holding your breath, gritting your teeth, trying to move away from the therapist or wishing she would move on to another area you are experiencing bad pain. We need to avoid bad pain because it is a sign that your body is unable to process or handle what is being done.
The level of pressure that elicits good pain vs bad pain is different from individual to individual and from massage to massage. As the tightness in our soft tissue that causes our nerves to misfire reduces, so does the degree of "bad" pain we experience.
It is possible to get a very specific/highly therapeutic massage without experiencing any "bad" pain. This is achieved through a skilled massage therapist and good communication from a client as they are getting a massage. No matter how skilled a massage therapist is, we cannot tell the degree to which you are feeling pain!
There are just so many positive effects that massage therapy can achieve and knowing which type of massage you want/need will help you get the most out of your experience.