Under many circumstances, temperatures approaching and exceeding 100 °C (212 °F) would be completely intolerable. Saunas overcome this problem by controlling the humidity. The hottest Finnish saunas have very low humidity levels, which allows air temperatures that could boil water to be tolerated and even enjoyed for long periods of time. Other types of sauna, such as the hammam, where the humidity approaches 100%, will be set to a much lower temperature of around 40 °C to compensate. The "wet heat" would cause scalding if the temperature were set much higher. Finer control over the temperature experienced can be achieved by choosing a higher level bench for those wishing a hotter experience or a lower level bench for a more moderate temperature. Good manners requires that the door to a sauna not be kept open so long that it cools the sauna for those that are already in it. A draft, even if at 100 °C, may still be unwelcome.

Infrared saunas are growing in popularity, using far infrared rays emitted by infrared heaters to create warmth.

The sauna can be so soothing that heat prostration or the even more serious hyperthermia (heat stroke) can result. The cool shower or plunge afterwards always results in a great increase in blood pressure, so careful moderation is advised for those with a history of stroke or hypertension (high blood pressure). In Finland, saunas are thought of as a healing refreshment and have been used to cure people from many diseases through the ages. There is even a saying: "Jos ei viina, terva tai sauna auta, tauti on kuolemaksi." (If a disease can't be cured by booze, tar, or the sauna, it is fatal.)

Alcoholic drinks are usually not used in the sauna, as the effects of heat and alcohol are cumulative. Although, in the Finnish sauna culture, a beer afterwards is thought to be refreshing and relaxing. Pouring a few drops of beer into the water that is poured on the hot stones releases the odor of the grain used to brew the beer, and can bring a wonderful smell of freshly baked bread into the air.

Social and mixed gender nudity with adults and children is quite common in the conventional sauna. Sometimes the sauna is considered not only a sex-free, but also almost a gender-free zone. It may also be noted that engaging in sexual activity in an environment where the temperature approaches 100 °C would be impractical at the least. In the dry sauna and on chairs one sometimes sits on a towel for hygiene and comfort; in the steam bath the towel is left outside. Sometimes draping the towel around the waist is required in the restaurant area.

As an additional facility a sauna may have one or more jacuzzis.

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