I looked into Saunas in detail sometime back as a replacement/complement to exercise. There is a lot of research out there which says Saunas are as beneficial -

I looked into Saunas in detail sometime back as a replacement/complement to exercise. There is a lot of research out there which says Saunas are as beneficial - but at the end of it I reached a similar conclusion - exercise is just better understood, so no point experimenting when something can go wrong.