My best friend and I did the Saratoga Springs Spa 2 years ago and loved it. I felt it had a warmer atmosphere that the GF Spa, especially down in the women's area. The GF spa is more citrus oriented in their products and "spa small" and SS is more herbal and woodsy. We both had massages and the Mystical Forest Wrap - which smells wonderful. Combine that with the jacuzzi and steam room and it was heaven. Saratoga is by nature, has less traffic than the GF (either that or my hubby with the baby in the lobby....), so that might be why we didn't feel pressured to buy product in any way, although it's really hard to go to a spa and not want to buy some foofy new shower gel. (which is one of the cheaper items to allow yourself to be sucked into)...
Since you are new to this, they will provide you with a locker, robe, and slippers. If you are more well endowed, you can ask for larger robe sizes. My "earth motherly" friend was very pleased that she could get a robe that fit! You also can shower there, with products they provide as a courtesy, so you won't need to take anything along. I imagine the guy's robe sizing is similar.
Most importantly, communicate with the spa and your technician, so you have the best experience. Let the reservationist know up front that you have never done this and you may have some initial questions. That allows them to pair you up with a therapist who is more skilled at working with a shy person or newcomer to the massage. When you start your treatment, let them know if you want them to communicate what they are about to do - which body part they will work with next, etc, so they can put you at ease. Some clients like to talk through massages, whereas many others prefer silence, to get into the zone of relaxation. You will need to work with them to decide what you will prefer. Good therapists are flexible and can adapt to the individual without much effort. Some will even be able to identify your needs before you even start.
Enjoy the experience!
Nancy