Well, it's not quite as erotic as it sounds, but they could break the ice on more than a few Valentine's dates. Hayward's new article in Brain Research Bulletin describes all known tactile illusions. Some can be tried easily at home, but can work better when your gaze is averted and if someone else is performing these illusions on you (to reduce proprioceptive feedback):
The Aristotle: an object touched with crossed fingers will sometimes be identified as two objects (try it on your nose)
Comb: With a comb and a pencil, lay your index finger along the ends of the comb's teeth; use the pencil in your other hand to gently run it back and forth along the exposed side of the teeth. This should induce the sensation of a raised object moving on the finger.
Curved plate: Using a credit card, move it laterally along the pad of your index finger - it should feel straight. Now, at a rate of about once per second, rotate the card in a see-sawing motion on your finger - it should feel curved, even though proprioceptive information from the hand holding the card should eliminate this perception.
Fishbone: An easily demonstrated variant of this illusion involves 3 post-it notes and glue. Take two and cut them such that only the adhesive portion remains; glue these to the third, with the adhesive side up, leaving a small space between them such that the non-adhesive surface of the third post-it note can be felt between them. Now, run your finger longitudinally along this strip - you should sense the presence of a deep trough between the two post-it notes.
Picture demos of each (and more) are available in the paper, accessible here.
Here are some more research-based tips, from the excellent BPS research digest.