Proper training for therapeutic massage includes a code of ethics. I would be skeptical of a therapist who insists on client nudity, does not use draping or allow for privacy while getting on and off the table. Anyone who makes you feel uncomfortable in any way. If you are unable to relax, your massage will be less effective. Professional Therapeutic massage is not sexual, so any therapist making sexual comments or overtures should not be patronized.
Cleanliness is of primary importance.
The office, linens and therapist's hands should be very clean. The best massage is also rarely the least expensive so more factors than price should be considered. Great massage is an interactive experience so you should feel free to ask questions and offer suggestions. There are many different approaches to massage and many different applications of it. A major concern is to realize and deal with the effects of stress.