Been to King Spa in Niles, north of Chicago, quite a few times. I try and go every few months to relax, sometimes with a friend, sometimes just by myself. Great relaxed atmosphere, all sorts of people there speaking all sorts of languages. Wet area is separated by sex. There are 4 pools (tepid, warm, hot, and ice cold) and a steam room. Nudity is required in the wet area. You aren't required to use this area if you don't want to. But if you do, you MUST shower before using any of the pools - the attendants will call you out if you don't. First few times I was nervous about the public nudity, now I don't care.
The main area and saunas are co-ed - there's like 9 different saunas. They cook eggs in the hottest sauna and sell them in the restaurant - that one can get pretty hot! I like to wear socks if I'm going in there (bring your own). The Base Rock room costs and extra 5 dollars, not sure if it's worth it. Basically some specially heated tiles. It used to be a lot hotter, now I just go in the large sauna next to it and lay on the floor without a mat, feels about the same in terms of temperature.
The restaurant serves Korean food, it's a little pricey, but everything I've had is very good. If you don't like that there's always the option of fried chicken too! They have a theater room playing different movies and some resting areas as well. Admission is good for 24 hours, but there's an extra charge if you stay overnight. The one time I stayed overnight I had a hard time sleeping without a bed. I never opted for one of the massages or scrubs.
Definitely get a groupon to cut down the cost, or you can purchase a reduced ticket (cash only) at the H-mart grocery store right next to King Spa. (I don't know if you have to make a purchase to get the reduced admission). It's an expensive outing, but I leave feeling absolutely relaxed - even if I'm there just for a few hours.