The sauna is almost a sacred place. In the Finnish tradition It is a taboo to use swearwords in sauna. Conversation should be relaxed and arguments and controversial topics should be avoided. We keep the lights very low inside as well. Sauna is a place where you can also cleanse your soul. Although I'm not finnish, I have to agree with all of this. You will never feel cleaner than after a good one or two hour session. You can clear your mind and soothe your aches and pains.
One of the best things about our family cottage is the wood-fired sauna. We don't have any plumbing so it is not only enjoyable but also essential. The best time of year to use it is either in the spring or fall when the lake gets icy.
My father built this about twenty years ago. We all pitched in but he did most of the work. We were smart enough to get a good quality finnish stove. This thing really kicks out the heat! It takes a fair amount of work - hauling water from the lake, building the fire but the result is pure bliss.