A sauna is also on my "to do" list.
Here's a link to an old M.E.N. article that may be useful.

Here is a link that might be useful: SOME LIKE IT HOT ( IN OUR HOMEBUILT SAUNA)

the best sauna I have ever been in was on a whitewater river rafting trip. It was an old army teepee style tent without a floor. They heated up rocks in the fire, dragged them into the tent and poured water on them.