I have massaged a lot of pregnant women over the past decade, and now I massage some of their children too! During pregnancy your body is under unusual stress from the rapid changes in structure and carriage. So, for many women, massage therapy is recommended and safe to receive by an experienced and trained therapist.
You can be massaged almost up until the day you give birth and with the right pillows and bolsters, some nearly-full-term women can even lie on their bellies for a back massage. Others do better on their sides. It's very comfortable - sometimes even more comfortable than your bed. A pregnancy massage can help releave many typical aches such as low back pain, rib pain especially as the baby gets to full-term and is doing a lot of kicking, neck and shoulder stress and of course hips which take so much stress from all the changes they must endure. Many women sleep better after a massage which can be a rare pleasure during such an uncomfortable time.
However, you should be extremely careful about having your legs massaged. I'd recommend you talk to a doctor first and even then ask your therapist to consider avoiding that area. There's a risk of possible blod clots getting loose.
Some women worry that this means they can't get a foot rub. In my experience (again talk to your own doctor first) it's OK to get a foot rub, as long as it doesn't extend up into your calf. I know many pregnant women feel foot rubs keep them going!