In addition to all everyone else has said, I suggest the following (which I practice, with good results):
1. If you want a massage THAT DAY, start as early as possible in the day with your inquiry(ies).
2. I've seen a picture or pictures of my masseur, so I think it's only fair that he see a picture of me before I arrive at his door. So I text a very tasteful picture of myself, shirtless, in compression shorts (not to brag about my body, but so he can gauge my height, weight, musculature, etc.), with a note saying, "I always like to know who's coming to my door, so I figure you might, too."
3. If I'm paying cash, I take only that cash inside the studio with me. I leave everything else in my car. If I'm paying with a credit card, I take only that card in with me. I leave all other jewelry in the car. I do take my phone with me. When I take off my clothes, I silence my phone and put it inside one of my shoes.
4. If, after I arrive, something doesn't look, feel, smell, or otherwise seem right to me, I tell him I'm not going to be able to stay and hand him a $20 bill for the inconvenience. Then I block him on my phone/email.
5. If all goes well and I intend to return and/or refer him to others, I ask him for a business card.