I started going to various sauna as a kid and am really glad that now I can do that again, at the gym. I miss having a cold plunge (cold water pool) to do temperature contrasts after sauna. A cold shower is ok but does not match getting your whole body and head into cold water at once. For that, in our area, you would have to go to a Korean spa and I did in the past, but now that I spend so much on fitness (gym membership + a discounted Orangetheory membership through the health insurance + personal training, I cut out massage and Korean spa spending from the times before I started paying for gym membership and Orangetheory. With massages, I do not feel deprived, even though I loved getting Thai massages back in the day. With Korean spa experience, I miss it, but I hope to learn to enjoy cold showers after sauna at the gym.