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• A full. Korean. Sauna. in Chicago (suburbs). If you need a break from walking the lakefront path for the 20th time and are okay with about a 45min drive from downtown depending on traffic, enter King's Spa in Niles, IL. Admission is only $20 (if you make sure to grab a perpetually available Groupon), and massages are extra. You'll gain access to the communal baths segregated male/female, as well as the unisex sauna rooms outside of the baths. Splurge an extra $5 to hit up the Base Rock Room and sweat out all that stress. Try the ice room and charcoal room for something different, or take a nap in the silent area.