One of the most unforgettable experience in Budapest was my visit to Szechenyi bath. The place is absolutely grand. There are 3 outdoor pools. Two semi-circular pools flanked a swimming pool, the water in the pool is not hot. Most saunas have very high temperatures. I can only stand being in one with less than 45 degrees, the rest are unbearably hot.
Picture taken from web
Somehow I think it is better to stay outdoor since the place is very grand. Simply breathtaking!