We had a couples massage at the Spa at the Grand Floridian. And honestly, we wouldn't do it again.
The couples room we were in was just two massage rooms with a archway in between. I've seen photos of couples massages where the tables are side by side....or you could at least hold hands. Ours was nothing like this. It was like being in two separate rooms.
Also the lounges were really nice. They had saunas and whirlpools and nice places to relax. But they were separated by gender. A co-ed lounge would have been much nicer.
In our experience, we may as well have scheduled seperate massage treatments. And for the price (it's horribly expensive

), we didn't think it was worth it.