I've been going to SweatBox over the last year and a half and have been pleasantly suprised how much I've enjoyed and made use of the facilities. I made the most of the January Sale this year and got myself a discounted annual membership, I'll be sure to do the same again next year.

As a sauna there are all the usual things you'd expect, adequate jacuzzi, a couple of varying steam rooms and main and private sauna areas. They even have foam parties a few times over the week which can be fun!
Masseurs are available to book in the afternoons and there's great relaxing places downstairs and refreshments available too; it's worth noting though, there's no booze on site and the staff are vigilant on no drug use!

The big benefit for me is the well equipped gym area; it's open 7am - midnight daily and is so easy to access behind Oxford Circus, that it makes it perfect for morning, lunchtime and after work fitness binges when I'm in the mood.
Monday's get very busy with an Under 25s offer and the staff appear to be running around to keep the place clean and the same goes for the busy periods at weekends, so it's always good to clean up after yourself :)