there's a couple beasts at my gym that come in, do this crazy sauna routine (stinkin' up the fucking joint while they do it) and then leave.  They literally will sit 30-40 minutes in the Sauna, leaving every 5 minutes or so to go under cold water and then come back in. It's the most ridiculous, lazy fucking thing.  You see all those weights and treadmills out there?  That's what you need bro.  Not fucking sweating in a sauna.  The sauna is for relaxing after you throw weights around and push yourself to exhaustion.