If you're still interested, I have a good amount of experience with this.
First off, you'll want to do some research ahead of time and make sure you're going to a place that provides the services you're looking for. No point in wasting your time/money on legit massage with no extras available if that's not what you're looking for. The best website to do your research will depend on where you're located. In the NYC area? Utopiaguide.nl is great. Elsewhere in the US? ECCIE.net may be a good option -- if it's active in your area, it's worth signing up for a subscription so you can see full-detailed reviews of the places you're considering.
Once you pick a place, you'll either need to make an appointment (likely, if it's a fancier/pricier place), or you may be able to walk in. Calling ahead is generally a good idea, though. Most likely, you won't be able to pick who you want from a lineup -- it'll be luck of the draw. If it's a place in a big city that has a website & posts photos of their available girls, you may be able to request a specific one when you call ahead, but even then it's possible you'll get there to learn that "she's busy" and be assigned someone else.
I never bothered with the "leave your wallet & phone in the car." If it's an established place with a reputation and/or a place that fronts as a legit massage parlor, you really don't need to worry about being robbed or anything of the sort. If the place gets raided while you're there (not likely, but not impossible), not having a wallet/phone on you won't make you any less fucked. Also, unless they catch you in the act or you (stupidly) admit to doing/trying to do anything illegal, it likely won't be you getting charged. I did this stuff pretty regularly for several years, and never had any issues with the law.
You'll want to go in knowing what you want, services-wise. If it's "just" a rub & tug, that's fine, but be aware there's a whole world of options in this hobby -- the menu of services will vary with the place. Sometimes they really do just jerk you off, but things on the table can range from that, to you groping them while they do it (over or under the clothes), to them getting fully nude for a bodyslide/nuru massage, to blowjobs, full sex, and pretty much anything else you can imagine. A rub & tug may be available at a place that mostly does legit massages. The more thrilling stuff usually happens at places that clearly exist for that specific purpose -- you'd be unlikely to wander into one of these place by mistake, and they'd be confused if you showed up not looking for anything extra.
At any rate, the experience will go something like this: you'll enter the room with your provider, at which point she'll ask you for the house fee (the "standard" rate for just a massage). She may ask if you want a half hour or hour massage -- this will determine the house fee and the length of your *actual* massage -- it won't necessarily have any bearing on the extra services you get. She'll take the money and leave the room while you undress. Generally she'll expect to return to find you naked and face down on the massage table. She'll probably throw a towel over your butt and get to work. The quality of the massage you get will vary widely. She'll probably ask what firmness you want. If you want more titillation than actual massage, you can request just "soft touch."
After massaging you for a while, she'll tell you to flip over, and do some rubbing/touching on the front of your body. Assuming it's well understood what you're really there for, she'll then say something like "what you want?" If it's a borderline legit type of place, you *may* need to strongly hint if she doesn't ask, by pulling the towel off your waist, grabbing your dick, or even leading her hand there. You can also be blunt, but they generally seem to prefer when you play it at least a little coy. Regardless of what you go for, she'll then tell you the price for the add-on you're getting. This is the same thing as her tip. Try to negotiate if you'd like, agree on a price (of course make sure the cash you have on you will cover it), and she'll get to work. After you finish, she'll clean you up, you'll dress, and you'll be on your way.
So, price. I've been out of this hobby for about 8 years now, so tbh I'm no longer sure what to expect. I do have the sense that prices have gone up, in some cases significantly. It used to be that I'd expect to pay a house fee of $60, then something like 20-40 for a handy, maybe 60 or so for a BJ, and $100 for "everything." That was at a more "typical" place. At the fancy NYC parlors that are more like straight up brothels, the price was usually all-inclusive and would be more like the 200-300 range. But you got what you paid for -- the girls were young and legitimately hot. There was never any misunderstanding about what you were there for, and no need to negotiate on price. The girls would start out in a sexy bikini or lingerie, and generally do the entire massage naked. They'd let you kiss them, even do down on them if you wanted, and they'd always start the fun stuff with a bareback bj before slipping a condom on you for the main act.
A few other random notes: a favorite bit of mine, that many lower-tier places sadly don't offer, is the table shower. It's a precursor to the massage that involves them leading you into a shower room with, well, a table on it, where they lay you down and soap up your entire body, including "junior." Generally no extra charge for that, at places that offer it, and it's a pretty good sign that most/everything is on the menu. Another thing that's sometimes offered, if you're up for it, is a prostate massage (yes, through the butt). I love them, but obviously that's a personal thing. Finally, the level of English proficiency will vary with these girls -- just do your best, have fun, go with it. A little charm goes a long way to put everyone at ease. Be friendly, feel free to joke a round a bit, be *nice* and remember that they have a tough job. Everyone has a better time when you do your best to be affable and disarming.
This is probably way more information than you were looking for, but I haven't thought about this stuff in quite a while and kind of enjoyed the trip down memory lane. I'm happy to answer specific questions if you have any.