Depends on the massage parlor. Quite a few are "legit" with licensed staff or at least only offer an actual massage. Others will offer certain other things such as a handjob or maybe a blowjob for an extra fee. Still, there are others which pretty much discard the massage and go straight to sex, with maybe a rub down after you finish the job. It just depends.
Women in these places can be pretty hot, often traveling directly from Asia. There's usually an older Asian woman who runs the place, the mama san, and she controls the girls. The thing that can suck about an AMP is that some of them are run by gangs and traffickers in the sex trade, which means that women are not free to come and go as they please. Also, AMPs are frequently busted by the cops and recently one AMP here in Seattle was taken over by the police for a day and they busted any guy who came in looking for sex. It's been noted that there are cameras in the rooms at some AMPs.
Be careful and don't go to one if you have something to lose. Do a search on the net for AMPs + your city name and see what comes up. Sometimes, there are internet forums where you can read reviews and get general information about such places such as the cleanliness, the girls, the services and the prices. I've never actually been to an AMP myself, but i've seen the review boards. Many, many men go to these places, it's pretty damn common.