I have both an infrared sauna and a Jacuzzi hot tub. I love both. I get in the sauna for about 20-25 minutes then the hot tub for 15. Really great for recovery. I've only had the sauna for about 4-5 months, but had the hot tub for about 13 years. My hot tub is outside on a deck, right outside my bedroom slider door. Makes it ez access in cold weather. We keep it on 24/7/365. The electricity isn't much of an issue. With my size house my power bill is less than most of my friends. We had to replace the heater one time since we've had it as well as the cover. The cover gets cracked and weathered being outside all the time. I put chemicals in it about once every two weeks, but my wife and I are the only ones getting in it. Not much of a hassle at all. The sauna is maintenence free. Turn it on, let it heat up and begin sweating. It costs less but not as relaxing as hot tub.
"I can't wait 'til tomorrow, 'cause I get stronger every day!"