The consolidation of sex and a massage, but the sex comes first. Therefore, instead of a happy ending, you have a happy beginning, which makes the massage that more relaxing. Wondering if you're going to get a happy ending can make a massage tense, but the point it to relax, so I definitely recommend the happy beginning.
Girlfriend: Hey, turn over, I'll give you a massage.
Boyfriend: How about we have a little sex first?
Girlfriend: Oh, you want a happy beginning.