Preferably with a cold pool to cool down in afterwards. There's a lot of 'Spa's in Bangkok, small massage places several of which have saunas or steam rooms. Some are really cover for more dubious things, and rather than visit each, I head for one that I know will be a simple sauna.... Novotel on Bang Na Trat.
I wander in the front, and the guard points me to the right of the lobby and up a flight of stairs. Here is the fitness center. The sign says its for guests and visitors of hotel guests, but a chat to the lady behind the counter, and no, anyone can use it, for the 300 baht charge.
They have separate men and women's saunas. The woman's sauna has a little sign "pour only a little water on the sauna", and I'm told the mans sauna doesn't permit any water. But otherwise they're very similar.
Each has a Jacuzzi, and they share a pool on the roof.
I couldn't take photos with people present, but managed to sneak a selfie! Hardly anyone uses this fitness room so I can see why they allow in outsiders. There was a well equipped fitness room but only one guest in the pool and one in the fitness room!