In actual fact Tantra is not just about sex & sexuality. It is an Eastern practice that attempts a realization of the wholeness, or singularity, of life. ie. all is oneness.
There are three paths of Tantra. White Tantra, Red Tantra and Black Tantra.
White Tantra is the Tantra of purification. It involves intense yogic practice, diet etc. It is effective, but not so interesting for most people as it takes years of effort. And most people hate effort.
Red Tantra is the most closely associated with sex. It is not, however, just a sexual practice. In fact, in a traditional Tantric school you may not even be permitted to see a woman for the first 10 or so years. Red Tantra makes use of the polarities (female/male, ying/yang) to bring about the realization of wholeness.
This is the Tantra whose techniques have been farmed and marketed to the western public. The techniques work and they will give you good orgasms, but this is not what they are about.
Black Tantra is the Tantra of Death. Most of it's practices would probably get you arrested here in the West. Little is known about the actual details as the Black Tantric Practitioner moves beyond the law and what 99.9% of the population would find acceptable. They therefore don't talk about it very much.
In the west Tantra has become a way of marketing a particular type of massage. As mentioned above it is a more holistic approach to massage/sex and involves the whole body, breathing, sharing feelings etc. It can be helpful and pleasurable to go to a practitioner (I have seen some good ones myself) but ultimately a long term partner is ideal.