I recently looked into equine massage, as well.
I got into it after reading a wonderful book: "The Walrus on My Table: Touching True Stories of Animal Healing" by Anthony Guglielmo. Anthony speaks about how he got into working with animals and why he chose the school he did (Patricia Whalen-Shaw's Integrative Touch Therapy for Animals in Circleville, Ohio).
After doing some research on-line, I saw many schools and they are all very expensive. I decided to call some local barns to find out if they would even have a market for my work if I were to go for some certification. I learned that in most states Equine Massage is illegal unless you're, at least, a Certified Veterinary Tech. I even spoke with barns in New Jersey where there are no licensing requirements. Nevertheless, the owners still told me that even though I am a Licensed Massage Therapist and even if I got my Equine Certification, they still wouldn't hire me unless I also became a CVT, had large animal experience, AND was affiliated with one of their Vets!
I decided to hold off to get my certification until there was a "sign" of some sort that there was work available for me. I live in Manhattan and there's not much of a market right here. If something happens to me that happened as described by Anthony in his book -- i.e., a client keeps asking me to massage their horse -- then I would take that as a sign.
In the interim, if I were to go study Equine Massage, I personally, decided that it would be at the Equissage School in Virginia because I have a very close friend living right up the road. I could stay with her and I could massage and ride her horse while I'm there.
Good luck!