Before you buy the sauna that will transport you to health and fitness, you need to consider where the sauna will be located.
What are the electrical necessities of your sauna? Most likely a larger sauna will need a 240 volt power source and a hard wired breaker in your electrical panel. A smaller model may only require a 120 volt outlet. Make sure you have the right sized outlet near the location of the sauna to prevent the need for unsightly and dangerous extension cords. If you go with the portable unit, you can use your standard house outlets.
What kind of plumbing do you need? If you are going with the wet sauna, make sure you have the appropriate water source. If not, figure in plumbing costs when you are determining which sauna to purchase. And if your sauna heater requires gas, make sure it is piped to your home and in the right location.
Keep the ceiling low, around seven feet if you are building your own unit. Hot air rises and you don't want to be heating unused air space, wasting time and money. But don't think too small. If a four person sauna is not that much more expensive than a two person sauna, go with the larger so you won't feel claustrophobic, and can even lie down for your sauna, or invite your friends over for the communal experience.
There are sauna kits if you feel handy. Although the claims of two hour construction are optimistic, most can be assembled in two days and come in portable as well as built in. There are pre-built versions that you just screw major elements together. If you are feeling a bit more adventurous, go with the pre-cut sauna that requires you to build the actual sauna "room" yourself with the wood in the kit. But for the Norm Abrams of the sauna world, just purchase a sauna plan with materials enumerated and get a custom sauna for your exact needs.
Saunas are great for ailing muscles and increasing metabolism and blood flow. They come in portable, small, single person versions, all the way to a small room intended to promote socializing. You can even build it yourself with a few pieces or go all out and customize a sauna from purchased plans.