There are several, there is Chariots near Liverpool Street station which is large and has a good mix of guy's nearly all the time (inc your 20 somethings :-( ) but at times it can feel like working at a meat market and a bit detached and clinical. Nice facilities though (pool, sauna's, Jacuzzi's, cabins and steam room). Probably the largest sauna in London.
There is the locker room in Kennington which I personally think is the best in London, very small with limited facilities (has sauna, steam room and cabins, no pool or jacuzzi), the staff and punters are friendly - one of the few sauna's where youcan have a conversation as well as some fun. Because its small it can be packed out and, or empty as a sinking ship. You need to go more than once to form an opinion. At the Locker Room they encourage you to go naked, but can wear a towell if you wish.
There is Pleasuredome near Waterloo station, very modern, wide age range of guy's, but in my opinion not that good, the majority of the staff speak poor English and popular with guy's high on drugs.
There are of course other sauna's, all differ and appeal to different types of guy's.
Good luck anyway mate, have fun but be safe at the same time - sauna's can be fun for NSA fun but remember there also an easy way to pick up some nasty STI's.