With all the different types of massage available, massage technique varies a lot, from the gliding and kneading strokes of Swedish massage to the stretching of Thai massage to the pressure techniques of shiatsu. Any of these techniques can promote holistic healing.
Here are some techniques on this site, mostly for the non-professional, to get you started.
For techniques you can share with a partner:
Butt Massage for the gluteal muscles
Massage Videos and DVDs to help you learn massage techniques.
Find more technique videos at Massage Video Education Guide.
Whether or not you use oil or lotion depends on the type of massage you are doing. Techniques such as Thai massage or shiatsu don't use oil, because they mostly involve applying direct pressure and not moving the hands along the skin.
When you do use oil, the more you use, the more you will slide on the skin and the less deep the massage will be. In general, use just enough oil or lotion to create enough glide that it's not uncomfortable for the person receiving massage. Any good quality vegetable oil is fine to use; one favorite of many massage therapists is almond oil. You can also choose an oil based on its healing properties.
You can massage slowly or quickly. Slow techniques are generally calming, while fast ones are invigorating.
Always use techniques in a way that's comfortable for the person receiving massage. Have fun!