I'll tell you one thing: the real luxury sauna is a primitive one: a smoke sauna. They don't really exist in urban areas because they have tendency to catch fire and burn down sooner or later if used regularly. They also produce smoke for hours when heating up, which might not be optimal in urban areas. It's basically a log cabin with a huge stove and no chimney, which means when it's heating up, it's full of smoke. The fire is allowed to go out, ashes removed, before people go in, so the smoke isn't there anymore, only plenty of smoke smell, which isn't bad, just like smoked food is delicious. It needs to be kept at a safe distance from other buildings so that if it catches fire, it won't take any other buildings down with it. But the experience is unparalleled, after all the work.