Grey has consistently received some of the judge's highest scores, while Palin has had many of the lowest scores.
Palin's presence in the finals has created some controversy among fans who say the third finalist should be a better dancer.
However, as always, the final decision depends on viewers' votes. The dancers will be fighting for those votes with two dances each - one of which will be the ever-popular freestyle dance.
Massey and his partner Lacey Schwimmer hope to redeem themselves dancing the Fox Trot. They first performed it during Week Five and received a 20, which was their lowest score of the season.
For Grey and her partner Derek Hough, it's the Paso Doble. That performance during Week Six was also this couple's lowest score from the judges.
Remember in Week Five when Palin and her partner Mark Ballas danced the Jive wearing gorilla suits? They hope to redeem themselves by performing it again - but only this time, without the costumes.
In the freestyle dance, anything goes. But as in the past, all the contestants remained tight-lipped about their plans.
"Dancing With the Stars" starts at 8 p.m. on ABC7.