You know, I have never had a professional massage! Only by my dh (who is very good, but he doesn't "do" relaxation massages) or my classmates (son included), and I actually got HALF a massage by an instructor once as she was demonstrating her "style" to the rest of the class.
I know how I *think* I would like a relaxation massage to end, though. This is how I end my intern massages: I start the client face down, start on the feet, work my way up, flip, start back at the feet, and end with the neck, then scalp and if they want, the face. When it is time to end, I place my hands on either side of their head behind the hairline and I say "Ok, , our time is up for today." and add something about how I enjoyed meeting them/seeing them again, or a reminder about a stretch I may have shown them during the session, or something appropriate.
I guess I'm gonna have to go make myself an appointment with someone, just to see what I like, huh?