My crash course came from Vimala McClure's Infant Massage: A Handbook for Loving Parents. It was first published before I was born, but it's organized, well-written, and includes helpful pictures. Also, there's a good chance you can snag it at a thrift store (or maybe I just got lucky?)
After reading the book, I made an Infant Massage Cheat Sheet, because it's a little tricky to turn the pages of a book when your hands are slick with massage oil. Speaking of oil, McClure recommends using "cold-pressed fruit and/or vegetable oils [instead of]...commercially advertised 'baby oils,' [since] what we put on our skin is absorbed into the body and circulates throughout." Here’s a ‘new use for old thing’ you won’t find in Real Simple. Use the plastic squirt bottle the hospital gives you for rinsing off your ravaged female parts as a dispenser for massage oil.
I went with Spectrum Naturals Almond Oil, which I found at a whole foods market. At first I felt a little silly slathering my baby in a product whose bottle said, "best for high heat applications like sauteing, frying, and all-purpose cooking." Don't get me wrong, Em is a delicious chubby baby, but sauteing? I felt better when, as I read on, I found, "Excellent for skin care and massage." It has a subtle smell and isn't sticky, but it does stain, so I put Em on a towel for her massage.
All the babies I've seen in pictures of infant massage are completely naked, and while I love a naked baby butt as much as the next person, do these babies not pee? I tried massaging Em sans diaper a few times, but it always ended with an accident. So now she wears her diaper.
I've come to relish our massage time, and Em seems to like it, too. I massage her in the morning, when I'm changing her out of her pajamas. Some days it's quicker than others. Lately it's a speed massage, because I can't seem to get past her legs before she's had enough. Often singing accompanies the massage (she's not yet old enough to know I can't carry a tune), or a round of "This Little Piggy..." It's a nice pause in our day, when we both get to relax and focus solely on each other.