I'm a sauna enthusiast, and I often recommend "sweat bathing" in saunas (or steam rooms) to cleanse the skin, soothe sore muscles, or simply relax. Sweating in a sauna can also be beneficial to patients with arthritis, asthma or respiratory infections, and is a good way to recover from overindulgence in food or drink. The sweating rids the body of excess sodium and other unwanted substances. It also helps eliminate drugs and some toxins and by doing so can take some of the workload off the liver and kidneys. I recommend regular visits to saunas or steam rooms to patients with liver or kidney disease.
Sweating in a sauna or steam room dilates the blood vessels, which reduces blood pressure and increases circulation to the skin. You don't need much time in the heat - 10 to 20 minutes is enough to work up a good sweat. After exercise, a sauna can help your body relax. You'll loose some "water weight," too, but this effect lasts only until you replenish the fluids you've lost sweating.
If you have high blood pressure or a heart problem, be sure to check with your physician before going to a sauna or steam room. The heat can cause circulatory changes, including an increased heart rate. Overall, however, the only real risk to a sauna or steam room is spending too much time sweating. You can faint from overheating and from dehydration. Be sure to drink lots of water before, during and after your sweat. And, while pregnant women should avoid soaking in hot tubs, there's no reason why they can't take saunas (as long as they're healthy).
If you're interested in buying a home sauna, I would recommend one that allows you to create steam by pouring water on heated rocks. Many electric saunas only produce dry air, which can irritate the upper respiratory tract.
In addition to the sauna's effects on the body, many people find that it increases energy levels, reduces stress, and promotes restful sleep. The Finns, who take their saunas seriously, follow the heat with a plunge into cold water. They've got the right idea - the cold water is remarkably refreshing. Despite your misgivings, I think if you go to a sauna with an open mind and a positive attitude, you'll find it both relaxing and invigorating. Enjoy!
Andrew Weil, M.D.