Oh, there's a place that does massages in Bao-an district!! Uhm....
Unfortunately.. I was driven around.... so I really can't give you a name or anything..... Sorry
But there's two rather large roads - one seems to be a main road, and the intersecting one seems to be full of factories.
On one corner is a small shopping area, with a building which houses a restaurant (used for weddings and functions) on Level 2, and a massage place on Level 3 (where the people were lovely).
On the diaganol (sp?) corner there's a rather large hotel (Shenzhen International? or something similar...) for business people that houses a high class KTV O.O;;
Possibly the massage was only smut-free because I'm a girl and the men went together with us... but they seemed lovely and wholesome.