Pregnancy massages vary from therapist to therapist. Most will just stroke you, as they are taught in training that lots of pressure on certain pressure points can trigger labour or dislodge a DVT. Therapists who are also trained in sports massage or similar will add a bit more pressure and really get into the knots. I'm trained as a massage therapist and have done the pregnancy massage course and was a little nervous of applying any type of pressure right after I'd qualified. I'm much more liberal with pressure now though!
I'm lucky (or not quite so as it can be uncomfortable!!) that my husband will give me a sports type massage, even in my first trimesters as he's had lots of training in that area and knows his stuff. I also see another massage therapist who will give a thorough massage, but not half as firm as him. It's more relaxing than therapeutic and it's my relaxation/pamper time, whereas my husband's treatments are to get rid of any tightness or niggles.
Saying this, I need to get him to do another massage for me- my hips are getting a bit tight!