Yangon or Rangoon,
(1) If you want to go oil massage, go to Hotel Shwegondine. If you rent from Park Royal Hotel, they will charge you around 3000 kyats (= 4.50S$). It's 24 hours joint. KTV, PUB,massage all have. Oil massage is 20000kyats (28S$ estimate). You need to pay 5000-10000 (10-15$ more) for hand job.
Normal massage is only 10$ per hour.
(2) If you want to go for call girls, you got 2 choices. 1st you go to PUB, Disco, etc. There are quite number of places. Park Royal, Asia Royal, Channel V, 225, IQ. There will be models (which you can also ask the price from the waiters). Normally there price range for night is from (50S$ - 100S$).
2nd- you go to motels. (hotel shwegondine, excel hotel, excelsior hotel, if you not sure please ask taxi driver). These hotel can help you find a girls.
There are no such things that security threads or dangerous situation in Yangon. Tourists are treat as a VIP in Myanmar. If you are not from United States, everything will be ok. Especially Asean member tourists.
Enjoy
Can PM me for more info. I'll try to help what i can.