My first visit to Steamworks in Chicago was simply about my curiosity about the place. Much to my surprise the faculty is spotless and run like a nice hotel. Clean. Modern. Efficient. I've been back once or twice and frankly, it's a nice social atmosphere for the most part.
There's a wide range of people there - "Something for everyone" as the saying goes. From voyeur to exhibitionist and everything in between, the level of participation is whatever is comfortable for you. I felt that most everyone there respected this concept. I do think it's important to understand that everyone there is there for a sexual experience of some sort and as MuscledHorse said above "you just have to unprogram yourself from the ingrained social guilt you've been raised with to think such sex is bad."
Whether it's a guys night out or if you're restless, a night at Steamworks is a reasonably nice place to spend an evening. I've been to only two other bathhouses, neither of which were as nice as this place. I suspect there are plenty of seedy ones around, though less and less as the Internet has lessened the need for people to congregate in order to meet one another.
Which brings me to something else that I liked about going to baths. The guys there were looking at one another, rather than at their phones.