If your town doesn't have a sauna, you could try building one. There are plans for infrared saunas that can be built within a corner of a room in your house in this book:
'Sauna Therapy for Detoxification and Healing', by Lawrence Wilson, M.D.
available at
http://www.amazon.com/Therapy-Detoxification-Healing-Lawrence-Wilson/dp/0962865761I didn't have the room within my house to build a proper enclosure, and my attempt was limited to mount 3 250W infra red light bulbs to a board hung from the towel bar in my bathroom, and a nearby $15 stool from Target. If I enclosed a 4' x 6' space and included an infrared heater, I would properly cook.With the instructions and plans in this book you can build one from parts available at a hardware store and do this in your home.
For a bit more $, there are prefab saunas available
http://hotspasauna.com/detail.php?pid=2&db_cid=0&db_ctname=&db_ccname=&db_csname=&page=1 And no, I am not a sauna salesman!