In Finland saunas are a way of life. In a country of roughly 5 million people you will find million saunas.
This project will not cost you an arm or a leg or a gym membership either, you could find a lot of the items needed on craigslist.
Sauna as it should be.
Private Modern Home Sauna Design Idea!
Do-It-Yourself Wood Burning Sauna Project well if ya live in country