Ice_Dog,
I haven't logged onto TERB for several months so I hope you haven't already taken the advice in some of the previous posts. Heed luvumbare's advice and visit WSG. It may save you from some frustration at a minimum, or worse some embarassing moments with the local police, who BTW probably aren't going to beat up a foreigner for just hobbying.
Compared to Toronto, you are in for a big disappointment in Korea unless you have a friend who is Korean or you study the WSG very carefully. For quality service at a safe Anma massage parlor (bathing+massage+FS), you'll probably have to shell out $100-200USD but it's actually worth it. I would stick to the high class places around Kangnam because they also tend to be foreigner friendly. If you stay in Korea long enough, you can try some of the more economical places but you might be disappointed compared to Toronto.
If you need help finding a location in Kangnam, talk to the taxi driver about how Korean girls are generally the prettiest in the world (which may actually be true overall) or mention Anma and then the driver may volunteer to help you. Or you can flat out ask. I've had drivers volunteer to help me even when I just want to go to the grocery store. The black taxis at the hotels are your best bet.
For a foreigner, Seoul isn't a cheap place to be. It's more developed and richer than Toronto IMHO. Getting close in quality to Japan's cities.
I haven't visited Toronto for awhile but from what I just read, it still sounds like the best place in the world for hobbying, mostly due to the safety and sheer variety.
L_Doggy