Having hot baths
I enjoy saunas, I enjoy steam rooms. I like getting very hot then very cold. There are so many podcasts, articles, studies, videos on the health benefits of saunas -- but I don't have a sauna in my house.
I have a bath, so that is what I use. Baths are common still in the UK, cheaper to install, cheaper to run. I can read in the bath, not in a wet-sauna (and anyway, the health benefits are not the main draw. I just enjoy a structured time to do nothing, the opportunity to read, the quiet echoey steamy peace.)
It isn't quite the same experience: you don't sweat in the same way, your head is not in the heat directly, you have to lie down rather than sitting up, and the temperature does slowly drop in a bath as the water cools, whereas it stays high in a sauna.
I kept a log of the temperatures when I was taking baths a lot:
Bath 43c (bit too hot) -- did 18mins. End temp 38c. Prefer 42c. Ended very light headed. Heart pumping. Drank water too fast and caused a head-rush. Then 2m30s cold shower, water at 11c. Felt perfect.
I could keep a kettle next to the bath to top up with some hot water, but never felt the need.
I've taken it too far a few times, and had to lie on the ground until the room stopped spinning. (I doubt that has health benefits). Starting at 42c feels about right, it hurts a little when you first get in, but you get used to it quite fast. I like to keep a damp towel to wipe my face, and some water to drink.
A cold shower afterwards feels wonderful.