DD2 doesn't have sensitive skin as such, but thought I'd let you know what we use - we use Gaia products (from the supermarket) and MooGoo.

Usually I add the Gaia bathwash stuff to her bath but she sometimes has a shower too which is just a rinse in water, or I might use MooGoo.
Massage - Gaia lotion - I think Gaia have a baby massage oil too - or you could use olive oil or another oil.
Nappy changes - nothing really, she doesn't poo much, I just make sure she gets washed on the days she does, fresh air is great and she gets loads of nappy free time. In teh past I have used Bepanthen when needed. We do have the Gaia lotion but I don't really use it, no need to.

HTH - as I said she doesn't have sensitive skin but you might find it a bit of trial & error.. good luck