I bought a couples massage last year for my boyfriend from Boardwalk. It was really nice. The massage is broken up into 2 sections...starts in the jacuzzi tub with cheese/fruit/cookie tray and wine...then into the massage room. I know they mentioned that some couples are not comfortable with the jacuzzi part and that didn't have to be included.
We found that many massage places in town DON'T do the couples massages in the SAME room. To me, the point of a couples massage was to be together...not having massages in different rooms.
Depending on what you want, you might want to check around.