Please explain about saunas

I am looking for information about saunas (traditional, not far-infrared) and/or steam baths. Possibly used in conjunction with hot/cold showers. Which one is better? The instructions (at the club) say to go in for about 15 minutes, then come out for 10-15 minutes before going in for another session. I am able to tolerate the heat really well.

I would like to know the benefits, best way to use, etc. Any information or links would be appreciated, thanks. Tweet