Since (not anyone) can spend the whole year in a swimming pool in our latitudes (except you call an indoor pool your own), a sauna is perfect for the cold season. A sauna invites you to relax, it is beneficial and healthy.
High temparatures brings the body to sweat, they cleanse the body and stimulate the circulation. The latter especially because of the change between heating and cooling. The heat in the cabin is usually generated by an electric heater.
When you buy a sauna, you pay particular attention to good quality interior wood - it is more hygienic.