A lot of people are having sex behind closed doors/in private rooms, so it is not always a great place to be voyeur except on a really crowded night (which is hard to predict). So pick a night that you want to fuck or get fucked. I’d also think about what turns you on. For instance, do you just want sex or do you want to show off to others as a guy uses you?
I also recommend just asking for what you want. You will likely be pleasantly surprised that people give you it because they are there for similar reasons.
A fantasy of mine was sucking off a group of men in the steamroom. I thought it was a long shot and once I sucked my first cock, more and more filled my mouth at Steamworks in the ground floor steamroom. A different time I just wanted the thrill of being fucked anon through a gloryhole. So in Chicago, you can go to the third floor and go into a private room and get fucked through a gloryhole while you swallow a cock through another one. I have an exhibitionist streak every now and again.
If you like that then plan to fuck for an audience. Bathhouses are perfect for that because there are a lot of voyeurs. Assume that those voyeurs will feel entitled to grope you. If you’re not into that, just be prepared to brush them off so you can enjoy being watched as you’re fucked in a sling by some men. It doesn’t have to be a sling. I’ve never done that, but I have been fucked standing up in more public spaces at Steamworks and was really turned on knowing that guys were jerking off to my buddy filling my ass. You have to be in the mood to show off to enjoy it. Otherwise I would just recommend fucking at home with a guy from Grindr