My wife has a Sauna Space Pocket Sauna.  Basically a heavy canvas sauna.   It goes in streaks, some times she uses it daily and then it doesn't get used for a month, but she likes it and claims she sleeps better when she uses it regularly.

It's located in a corner of a guest bedroom in the basement.   Electric baseboard heat in the room so the heat gets turned up in the winter to help the sauna.   I've never used it but wife likes it.   

Our son in law's mother and stepfather bought a fancy cedar sauna that cost a fortune and they never use it.