(Listing updated 12 months ago.)
Sauna Principe fills in the afternoons with Madrid's most stunning men, most of them friendly and eager to enjoy the facilities. Your entrance fee gets you a locker, but the private rooms are free for anyone to use. There are also common areas (including a bar), dark rooms, a downstairs play area with videos, a hot tub, a steamroom and a sauna, and a shower room. I've had nothing but a marvelous time (or two or three) whenever I've gone, and often walked to the bus with a new friend. The older crowd leaves early, so get there well before closing.