Sauna's / Jimjilbangs are very popular in South Korea. It is 24 hour a public bathhouse where you pay a minimal entrance fee and you are issued a pair of shorts & a t-shirt.
After showering, you can soak in a hot tub, or lie in one of the treatment rooms (salt room, ice room etc...). There's also a gym, PC room, beauty treatments etc. And then, you go to the sleeping room and try to sleep anywhere you can find an available space on the floor!
I stayed in a Sauna on Friday night. It wasn't my first time in one, but was still an exciting experience. For an un-initiated foreigner, walking around in one's birthday suit may seem daunting, but after a while you realize that no one really cares or is looking at you.
(It's difficult to have a good sleep with some people snoring in the room!)