Man, all I want to do now is figure out how I can incorporate a sauna somewhere on my property! 
IKR? I moved up here from L.A. The first few Winters were a mite chilly. I was at Lowe’s one day, and they had Hyundai (?) saunas that weren’t terribly expensive; but there’s just no place to put one here!
You can get one of these and just put it in your yard!
IMHO the main benefit of a sauna is how good it feels to finally get out into the fresh air afterwards. Sort of like stopping hitting yourself in the head with a hammer.
I was reading up on some of those and they said the wood was plywood and the other components gave up dangerous fumes when heated.
So, fundamentally, it’s about high heat and humidity?
How long does it usually take you for that deep relaxation to start happening?
I wonder if one could use a heater and humidifier in a small bathroom to create a similar effect. It would then be easy to switch to a cold shower.
Very high heat and very high humidity. After some period of time you begin to spontaneously perspire a huge amount. It looks weird if you are looking at another person. I call it “getting shiny”.
I can’t imagine getting a small bathroom that hot and humid with just a heater and humidifier.
Not really. Löyly isn’t the same type of steam that comes from a humidifier or cranking up a shower in a small bathroom; the play of the big blast of steam from the rocks, the wood of the sauna, and the cycling that happens in between putting water on the rocks that is unique and different than simply producing steam. It’s hard to describe, but saunas aren’t humid. The heat is dry, then you get a blast of löyly, then it dries out, rinse & repeat.
And that intoxitating wood scent… (cedar, spruce, pine…though I suppose other woods can be used.)
While nudity is customary for hygienic purposes you’re supposed to sit on a towel, not directly on the wood.
This.
That pretty much sums up the men’s sauna at my local gym. About once a month or so I’ve been going to a jjimjilbang which has a really nice sauna in bathhouse (in addition to the Korean sauna’s in the co-ed area).
Umm, they feel good. Reason enough.
ETA: and no, don’t dump a bunch of water on the ^#$@!@ stove, dammit. If you want a steam bath go sit in a steam bath. This is a sauna.
I predict you’re going to be very popular in this thread. 
Every place in my neck of the woods comes standard with that feature. We call it “June, July and August”.
I"ve never felt cleaner coming out of a Finnish sauna, or dirtier after putting water on dusty rocks in an American sauna. As stated above the blast of warmth from the löyly shouldn’t be wet like is often in Gyms in the US which are really just luke warm wet rooms in my experience.
I really think the social portion is also important, sharing relaxation time with family or coworkers in a “vulnerable” or as you are state is great for making decisions and calm conversations about topics that can be more challenging when you aren’t nakid and hot.
Funny story, when I went to my brothers wedding in Joensuu, his future brothers in law thought they were going to one-up me as a typically non-Finns can’t deal with heat. As a young person who wasn’t familiar with the Metric system I didn’t realize just how hot it was. We actually made it 100 °C before they agreed for all of us to walk out together. As crazy as it seems the competitions actually get up to 110 °C or 230 °F. Needless to say once someone described that it was the boiling point of water we had a good laugh and it really sped up the bonding process. They were pros on running it that high and it was fairly dry but the löyly produced a noticeable hot shock wave which was painful in a fairly nice way compared to say the shock of walking off an airplane in Missouri.
IMHO most American’s run them more like a Native American sweat lodge at about 100 °F or ~38 °C when a *sauna *should be 70 to 100 °C or 158 to 212 °F. Sweating is all a *sauna *and a sweat lodge have in common, although they do have differing spiritual elements and conversation seems taboo in both gym “saunas” and obviously the far more spiritual oriented sweat lodge experience. Gyms and sweat lodges are about respect and self-reflection, were IMHO a real sauna is about open, intimate and quiet conversation. Although I have to call out that I am only familiar with Inipi sweat loges, so maybe other nations are more like the Finns. Obviously this basic model is common across cultures, but outside of ‘sauna’ being one of the few Finn words in English it is typically miles away from what a Finn would recognize in America.
Edit to add:
Random other question, I go to a 24 hour gym that has a hose to wash down where you sit, I go late at night so I can squirt the temp sensor to get it up to a more realistic “sauna” temp. Is there a restriction in the US for temperatures? I know water heaters are now limited to 120F and NASA’s max touch temp for some metals 158F. I wonder if safety regulations are why public saunas in the US are so cold.
According to my personal Finn, this. It makes him feel really clean, which seems to be the main reason for “going sauna” once per week.
When did this happen? I just bought one two or three years ago, and it’s at 120F at the middle setting.
I like the steam room (tiled, very steamy room) better than what I call the sauna (like a wooden oven thing). But really it’s about cycling between hot, cold, hot, cold. Ideally I’d prefer these to be 102F hot tub, 60F cold tub. But I can use improvise with saunas/steam room/shower/other things if that’s what’s available.
It looks like part of it is energy savings related.
But 140F is well below the typical Finn temperatures which are typically at least 175F.
Many potential health benefits of saunas are listed here:
I heard that to be totally authentic, you should run outside naked after the sauna and roll around in the snow, then have someone whip you with birch branches.