In this recent Nature article, biologists at CalTech identified a rare group of sensory neurons in mice that respond specifically to stroking, but not other types of touch, such as pinching or poking. The team used florescent markers that illuminated when the neurons were active. Moreover, the mice seemed to demonstrate preferential affinity to specific spatial cues - associated with being placed in a particular box partition - when the stroking neurons were artificially stimulated via specific chemicals.
This led the researchers to conclude the stroking neurons produced a pleasurable sensation when activated (and why they preferred a particular box partition associated with the stimulation over the alternative). The experiment demonstrated that stroking is positively reinforcing which might explain why animals enjoy social grooming. The researchers speculated that a variety of hairy mammals, including humans, are likely to have similar sensory neurons that respond during social stroking.
An interesting summary video clip of the research can be found here: http://www.youtube.com/watch?v=OFCRvjle2o8
The full-length pdf article can be found here: