Gulp! Went to one on Yonge St. years ago. I doubt there are any still around, the explosion of MP's killed them off I'm sure.
Been there and was once going to try the other thing you describe. They took me into the room and I quickly changed my mind, just way too creepy and weird for me. Essentially, there is, as ary69er describes, a transparent plastic mold of a woman's body. There is a tube at the crotch level that the girl sits on and doing so fits her into the mold. You then slide your cock into this tube and pound away.
My first thought was to wonder what kind of germs call that tube home, and fucking it would be akin to fucking a girl completley wrapped in saran wrap. To each his own, but not my thing.
The masturbation shows are okay, but it's been my experience that the available girls are all skinny with very little figure. I prefer busty girls and there haven't been any to find in my times there.
By the way, the one I have been to is at Crescent and Ste. Catherines, upstairs across from a video store. There is/was a Subway and a Burger King across the streets from the place. I think it was called Centre Erotique or something to that effect.