Everyone's pain tolerance is different. Some people enjoy deep muscle work and can tolerate a lot of discomfort. Others want their massage to be gentle and relaxing. It is important for clients to tell the therapist if they are experiencing more discomfort than they want to, or if they don't feel the therapist is using enough pressure. That varies greatly from client to client.
Some people hop off the table full of energy and ready to take on the world.
Others are lethargic and are ready to take a nap. Because massage releases lactic acid and other toxins which were trapped in muscle tissue, clients who had a lot of muscle tension may actually feel slightly sick for a day or so, until the toxins are flushed out of their blood stream. Muscles which had been tight for a long time, or which had been overworked during exercise, may be tender for a few days until the body heals them. After their initial reaction, most people experience a feeling of well-being and increased energy levels which lasts for several days. The short answer is that you should get a massage as often as you can afford to.