If you have a chiro who has an LMT on staff they can tell you which to do first -- may also depend on what exactly you are having addressed. Any chiro who you see for more than just an occassionally adjustment who doesn't recommend a massage therapist I would leave immediately -- the massage supports the chiro work because the muscles support the bone adjustments. But also you may need an adjustment to set something correctly in order to continue w/ the massage. If you are getting a specific thing treated then I'd do the chiro as often as needed and the deep tissue in support of it, but also give yourself enough time between the deep tissue to recover from it - really deep tissue can friggen hurt.
Did you screw something up?
-- I've had lots of experience w/ the chiro for a rotated pelvis 18 months ago. I visited the chiro 3x/week for 2 months and then down to 2, then 1/week to get the adjustments & the electrostim done. I continue w/ the deep tissue - the remainder of the pelvis issue is that my left ileo/psoas running from my front hip down next to my hamstring are constantly tight - so I do regular visits for that.