ahhh... prenatal massages are to die for...
drink plenty of water before and after your massage. Where comfortable, loose fitting clothing and leave your jewelry at home. At the place I go to get massages (usually for a birthday gift or anniversary present)- they offer a parrafin treatment for your hands that is SO nice!
Definitely see if you can consult with one of the estheticians... (that is what they are called?) Generally they can suggest any treatments that would be especially nice for you. Be sure to tell them about any pregnancy issues you are having and when you get your massage, don't be shy about informing the massage therapist about any problem areas you would like to focus on.
Also, if I were you, depending on what you can afford... I would consider booking a postnatal massage about a month or two after your due date! I had one a month after having my second daughter and it made me feel like a new woman! I was exhausted and sore form the delivery, healing process and general "new motherhood" - plus left over pregnancy aches and pains... and a couple hours of pampering made a tremendous difference!
-M.