Dath could be right. I've never done it so I can't say from experience, but have heard some pretty amazing things about it. From the choices you gave, I would say the sauna. The steam, or hot water is necessary to open the pores so the ozone will get in better. You can get to much ozone, but you will never have to go to the hospital from it. I know 1 guy who did a 5 gallon Colon Cleanse
and felt pretty bad for an hour or so, and I breathed it for a 1/2 or so at high settings and had the same problem. Medical ozone is strong, and can oxidize a lot of toxins fast. It doesn't really harm you, but I wouldn't make a habbit out of it. "First do no harm".