The saunas are, IMHO, one of the greatest things about South Korea, once you get past the initial awkwardness most foreigners experience at getting naked and sitting in a hot tub with a bunch of naked Koreans. They will cure any of your woes: hangover, stress, fatigue, uncleanliness, etc. They are also inexpensive, prolific and easy to find.

Every Korean sauna is a little bit different, but what they have in common is:

  • A changing room. You pay and get a locker key at the front desk, strip down and stuff all your belongings into your locker. The key has an elastic or plastic band that goes around your wrist or ankle, so you won't lose it while you're wandering around in the buff. You can also buy shampoo, razors, toothbrushes, etc. at the front desk if you didn't bring your own.
  • Showers. These, and everything that follows are all in the same big room, usually. You are, of course, expected to shower before doing anything else. They generally have communal soap provided, but you should bring any other shower products you want to use. There are also these kind of scratchy plastic gloves, for exfoliating your dead skin. There are no taboos about physical contact with strangers (of the same gender) in Korea, so generally you'll ask whoever is showering next to you to scrub your back, and then scrub theirs in return.
  • An assortment of rooms and baths at varying temperatures, which you're free to visit in any order you want.
  • A guy (or girl, in the women's sauna) who will scrub your whole body with one of the aforementioned gloves and give you a massage for a modest extra fee. Well worth it, if you feel you need one.

To give you a better idea, here are the precise details of the one I visit regularly (it is in the same Yu Shim Cheon building as the school I teach at, so I can use it for free... probably the biggest perk of my job).

  • I think the charge for a one-day membership is about 10,000 Won, or 8$ American, but this also includes use of the health club, swimming pool and driving range in the building. A normal sauna charges about 6,000 Won, or 5$ US. Monthly and yearly memberships are also available.
  • In addition to the usual stuff, the men's sauna in our building has a barber shop, and the women's has a skin care service of some sort.
  • The baths in the sauna are as follows: warm (30-35 Celcius); hot (37-40 C), extremely hot (41-45 C), cold (feels like jumping into an unheated swimming pool or cold lake) and ridiculously cold (refrigerated... feels like ice water). There is a TV positioned so as to be easily viewed from any tub. The warm tub has air pumped into it from the bottom, and the extremely hot tub has water pumped in from the bottom, giving each a bubbly effect. The warm tub is also plated with silver (yes, real silver) tiles, which are supposed to be good for your health somehow. All the hot ones are filled with something called "Pi water" (as in the Greek letter pi). I don't know what differentiates it from normal water, except that it's supposed to be good for you in some way, and feels a teensy bit more slippery than normal water, and is therefore probably slightly basic.
  • The hot and extremely hot tubs have electrical massagers. These are rows of holes in the side of the tub that you sit in front of. They emit blasts of AC voltage, which penetrate the water to about a distance of half a meter, and cause any muscles in their path to spasm. I find it rather unpleasant, but the one time I did force myself to sit there for a minute or two, I found that it did in fact loosen my muscles up considerably.
  • The cold tub has two water massagers in the ceiling, activated by buttons on the side. Each emits high-pressure blasts of cold water. One shoots down a single, 4-centimeter diameter stream that feels like someone beating you on the back with the sides of their fists. The other shoots down four smaller streams in a trapezoid configuration that feels like someone stabbing you in the back and shoulders with knitting needles. Both do a good job of loosening you up after a workout, but I prefer the former over the latter.
  • There are three hot saunas, and one cold room. The saunas are warm, hot and very hot. The warm one has no furniture, so you bring in a towel and lie down on the floor. The hot one has wooden benches and beds, and wooden blocks to use as pillows. It also has a TV. The very hot one is the only one with a thermometer, which is usually in the 85-90 Celcius range. It has marble benches, with wooden mats to put on them so you don't burn yourself. The cold room is refrigerated to probably about 5-10 Celcius, and the walls are made of rough chunks of jade, which is supposed to be good for your health. It has plastic deck chairs to sit in while you watch the steam billow off your body (since you usually go in there after a hot tub or sauna).
  • There is also a steam room, a small, glass-enclosed room with jade gravel on the floor and plastic chairs. A sprinkler in the ceiling constantly sprays a fine mist of warm water into the room. About once every 5 minutes, a steam pipe activates and fills the room with steam, stopping just moments before the heat becomes unbearable for your skin and lungs. This one's good if you have a cough, since breathing steam is supposed to be good for that.

I go to the sauna every morning. If I don't have much time, I just shower and shave, sit in the extremely hot tub for a few minutes, jump in the cold tub and use the water massager, warm up again in the bubbly warm tub, then leave. My longer routine usually goes: extremely hot tub -> extremely cold tub -> cold tub (which feels very comfortable after the extremely cold tub) -> extremely hot sauna -> cold room -> warm tub. Different people use different baths and saunas, and do things in a different order, but it is usual to alternate hot and cold, since that opens and closes your pores, which is supposed to be good for you.