There's something blissfully smug about sitting in a steam bath after a major workout. It's also good for you, helping your muscles to relax.
Keep drinking plenty of water, though. This will help prevent muscle stiffness.
One point of etiquette: if you go in and out of the sauna to shower, open and close the door as quickly as possible, or you'll let out all the heat and enrage your fellow gym members.
And remember to bring your own, clean towel along to lie or sit on.
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