which one do you guys think is better? I personally like the steam room. My gym has both a steam room, sauna, hot tub, indoor and outdoor pool, and of course all the workout equipment needed. Plus free tanning. I love it. I want to get a good workout then sit in the steam room for like 20 minutes then take a shower, then to the pool.

sounds wonderful! I think it's a personal preference. I don't particularly like either but the wet heat is better for me than the dry..so steam room it is....though my Y also offers a steam room and I never use it once I'm out of the pool.