A traveller’s rule of thumb: pronounce it whichever way the locals do, if only to avoid a group-flogging by naked, sweaty, indignant natives armed with birch branches. 
[QUOTE=Athena]
Sow-na. Pronouncing it Saw-na is a good way to get yourself laughed out of the UP.
The predominant ethnic heritage up here is Finnish, so that’s why we stick with the Finn pronounciation.
Speaking of saunas, I better go turn mine on!
[/QUOTE]
Agreed. I can’t wait to go home for Christmas & heat up da sauna at my folks 