Massage lubricants fall into two basic categories: oils and waxes. Sweet almond oil is maybe the commonest oil, and jojoba “oil” the commonest wax. Both are entirely natural. Neither of them is water soluble. You can play with adding esters (oil derivatives), which are water-soluble, at a severe cost in shelf-life. (Basically, the reason oils and waxes have such a good shelf-life is precisely that they aren't water-soluble.) Oils are called “oil.” Waxes, with or without esters, are called “lotion,” “gel,” or “cream,” often with a great deal of hype, and without much precision. It's very difficult to know exactly what the sellers mean by these different words, even though the basic chemistry of all of the lubricants is quite similar.
In massage school, five years ago, we always had both lotions and oils in the supply closet. I preferred oil, both to work with and for its feel. Most students preferred lotion. The story was that lotion a) didn't stain linens or clothes, b) absorbed faster into the skin. As a practical matter, if you work with it every day, and you care about your clothes, you tended to use lotion. And reportedly you felt less “greasy” after being massaged with lotion.
The truth seems a bit more complicated than that. Oil stains darker, for some reason, but the waxes most definitely stain as well. I suspect that the waxes seep more, especially when they're warm, so that you don't end of up with defined edges to your stains.
Everyone agrees that you have to keep adding lotion, as you do massage, to keep the skin slippery. There are two theories about why. One is that the lotion absorbs into the skin better than oil. This may be so, though I can't think of any reason why it should. I'd love to see experiments (the cosmetic industry has probably done these. I wonder what they've found?) The other theory is that lotion “dries.”
Now, if it's not water-soluble, it can't “dry.” It can only harden. If it's not going into the skin, and it's not evaporating, I can't think of any other reason why it would get less slippery. If you come back to an area, a couple times, and repeatedly add more wax (lotion, cream, gel) most likely what you're doing is building up a crust of wax. Since waxes are very near (often below) their melting point at room temperature, it doesn't feel particularly like you have anything on your skin when you're no longer in warm room being rubbed. But when you go to take a shower, that evening, it takes a long time to get all the damn wax off.
My preference for oil is probably clear by now. For me, there's a couple reasons, specific to my personal practice, that tip the scale. One is that I do, by preference, long massages, 90 minutes plus, on average. I come back to areas again and again. Lotion gets tacky if you do that. Oil just stays there: you don't have to replenish it often, and if even if you do, it doesn't build up. So I don't have to be continually reaching for the pump bottle, which is that much more attention to the massage itself.
The other reason is that I do mostly out-call, in unpredictable environments. I can't control the air temperature where I work. I use a table-warmer, which usually keeps the client feeling warm. But the ambient temperature varies. Melting point, for the waxes, is often in between the air temperature and the temperature of the warmer. That means that, on the skin exposed to the air, the waxes harden almost immediately; and also, if they have a water-soluble component, they'll feel way too cool. Some temperature contrast is welcome in massage: all of us play with that for various effects, I'm sure. But too cold is just too cold. Oil feels warmer.
And the last reason is just that I'm a stodgy dinosaur, and I like old things. People have been using oils for massage for thousands of years. They didn't start using waxes on the skin very much until the 19th Century, really, when spermaceti became all the rage. Now that sperm whales are rare, and many people are less eager to be using stuff scooped out of whale skulls on their skin, jojoba and occasionally beeswax has replaced it, but it's still (by my reckoning – remember, I'm a medievalist by training) a newfangled, suspect innovation.
So what about the big complaint, that oils leave people feeling greasy? Well, I do two things about that. One is simply doing the long massage. I take enough time to really work the oil in: I don't leave a slick, because I'm not working fast. And the other is that I wipe the client down as I leave the area for the last time. I use nice thick flannel sheets that take up the oil very nicely, and the sensation for the client is a pleasing one, a sort of brisk upbeat finish. My sheets take the hit, of course. They have a hard life, and they don't last long. But that's what they're there for.
I do have lotion on hand, for people who ask for it specifically. The client is always right. But I suspect that most people who ask for it would be just as happy – or happier – with oil, the way I use it. To me, there's a voluptuous richness to the oils that waxes just can't match: the oils are darker, sweeter, and nearer the heart.