Sauna is the biggest Finish attraction. I have discovered three public saunas in Tampere тАУ Rajaportin, Rauhaniemi, and Kaupinojan. They represent different types of recreation, I will describe each of them. It is not easy to choose your favorite.
I went to Rajaportin a few days after arriving to Tampere because it was closest to the place I was living in at that moment. Overall, it has the most convenient location as there are lots of bus routes going from center to Pispala. Rajaportin is the oldest sauna, I guess over 100 years old. It has a closed stove with people having actual sauna on the second floor whereas the washing is taking place below. Men and women are having separate saunas. Overall, I found Rajaportin very relaxing. It might get quite hot though. This sauna has neither swimming facility nor shower.
In the summer I often go swimming on open water. In Finland it is quite cold. I need a warm-up after swimming in cold water. This is when sauna comes to rescue. In Rauhaniemi there are in fact two saunas, one is a stone sauna and another is a wooden sauna. However, there is only one level on which people are sitting, thus the range of temperatures is limited. Overall, that sauna is not very hot because it needs to accommodate a wide range of people тАУ men and women are having sauna together in their swimming suites. Also, there is a water jumping facility in Rauhaniemi.
Last but not least there is Kaupinojan тАУ the Tsar Sauna. I am calling it so because of its huge stove. It is like Tsar-bell upside down. There is a wooden stove underneath the large bell. Inside the bell there are huge stones. This sauna has a number of levels. On the bottom layer it is not that hot. But I have climbed the topmost level after swimming in the lake and it felt quite good. However, when I was descending I already warmed up. I have burned my legs and shoulders тАУ it was very hot! Kaupinojan is perfect for winter swimming. The only drawback is that sauna is attended in swimming suites, it is not as relaxing as Rajaportin.
I guess the choice of swimming suite for sauna is similar to the cloths you sleep in. I would not go into details on what type of swimming suite I am sleeping in, though.
To summarize, winter swimming is a kind of sport. You need to prepare yourself, mentally and physically. But it is also very refreshing. Rajanportin is for those who just want to relax, whereas Rauhaniemi and Kaupinojan are for sports-inclined specially-trained human beings.