Advantages: Massage alleviates pain and increases range of motion without the potential side effects of medication. It decreases stress. It reduces anxiety and symptoms of depression. It relieves PMS symptoms. It encourages sleep. It enhances attentiveness.
Disadvantages: Massage isn't cheap and usually isn't covered by insurance. Some people are embarrassed to lie totally covered by a sheet but with nothing on under the sheet.
Massage isn't appropriate for people with some medical conditions (kidney disease, kidney stones, heart disease, etc).