I hope if you do find some good information you will post it. I am married and have been looking for a a place to take my wife where we can go a little crazy after the massage. The places I have found will give you some time pre-massage to do what you'd like.
I took her to the Mandarin Oriental in NYC. It was the private massage suite and it is friggin expensive. You can definitely fuck in the tub before the women come back into the room for the massage. You have about 1/2 hour. Then you get the massage and of course, if you want to skip the food, you can probably get another quickie in after the massage. However the suite will set you back about $1200 on weekends.
There is a place in Manalapan NJ called the Avanti Spa. They have a Rasul chamber. I can't recommend this enough. You basically rub mud on each other (the granularity of the mud determines where you rub it on your partner). Light grain for face, chest, heavy grain for legs, butt. You are in a steamy shower chamber and after you rub the mud on each other you prepare for a massive rain shower to wash the mud off. In the interim you can sit on these tile seats and enjoy the steam. Of course, as long as you strategically place the mud, you can easily fuck in between the mud rubbing and the rain shower. While we were fucking the girl who was to do the massage afterwards came into the antechamber to turn our shower on (you take another shower outside the Rasul chamber to wash off any mud the shower in the chamber didn't get) and saw me basically standing up in the Rasul chamber fucking her doggy. One thing I should mention about the Rasul Chamber is that it can accommodate up to 4 people. As another aside, the Canyon Ranch Spa in the Venetian in Las Vegas has one of these as well. I would rather be in Vegas, but Manalapan is a little closer.
I also did a couples treatment at Mohegan Sun where you get some champagne and take a bath and they leave you alone for 1/2 hour before the massage.
Sorry man. This is about all I have found. I love to fuck during a spa treatment, but I have yet to find a place that will get you both worked up and then leave you alone. It seems like the alone time always comes before the massage.
I try to do a nice mix of couples massages and lone massages. I figure in a legit spa, even though my chances of getting a HE are near 0, it is not 0. When my wife is in the room it is less than 0!!
If you find a place that you think is really good please post!
Hope this helped.