Traditionally, a sauna is separate from the main building, usually in close proximity to water or, at least, somewhere you can roll around in the snow (cooling off is part of the experience—trust us). Depending on where you’re building, you may need to make sure you’re allowed to have a sauna on your property, so check with your township or municipality. If you build inside, remember that a sauna creates A LOT of extra humidity, so it requires careful venting and moisture control.
The traditional wood for saunas is cedar, although there’s some question about cedar’s safety in terms of volatile organic compounds that are released when the wood heats up. And while cedar is highly insulating, both in terms of temperature and sound, it also absorbs more moisture than other woods, causing discolouration and, potentially, mould. Northern white pine or aspen are good alternatives—but if budget is a question, you can build a successful sauna using scrounged materials. Make very sure that nailheads that may come into contact with bare skin are covered or counter-sunk—no one likes burning hot metal on their delicate bits. Benches should also be knot-free, because knots also get extremely hot.