These are all over the city. I have not tried any yet, but from what I have been told there is one at the World Plaza in Pudong at the basement level. One can take the metro, line 2 and exit DOngshan, exit 2 or 3. I have walked by, but have not gone in. I will do so after my vacation in BKK and CAM. Is anyone familiar with this one?

Most, if not all, the bigger hotels will have saunas but not all of them offer the "extras". You should try the "red rope" service while here as it is getting harder to find in other cities.

I usually go to the sauna at the following:

1. shanghai hotel (2nd floor) as they have some lookers here and service is usually good. http://www.shanghaihotel.net.cn/. This place is located in the Jing An district, behind the Hilton.

2. Da Tang Yu Jing (west side of Puxi)
3. Yu Ping (Southwest Puxi)

I found service and quality to be better in the Puxi area saunas vs. Pudong (generally speaking).

There is a 24 hour sauna in the building next to the Jinqiao Hotel. Some cuties in here. Went once.

Near the Pudong Marriot are saunas B2, Sacrosa, etc. that many guys go to as well.