I developed the sauna habit during the decades I spent as a journalist living and travelling in Eastern Europe.
Saunas can be simple affairs, or hugely grand. In the mid-1980s, I was a regular visitor to Hungary, and enjoyed the historic Rudas Thermal Baths in the heart of Budapest, which date back to the 16th century, and the Gellert Spa, once one of the most famous natural hot spring spas in Europe.
On one occasion my brother and I were swathed in towels, then in plastic, and then wrapped in boiling-hot black mud from what looked like a giant Mr Whippy machine. We not only survived but came back for more.
I marked the collapse of the "evil empire" in a sauna in Estonia in 1991. Looking like frenzied lobsters, my friends and I leapt into an icy lake, rejoicing in the news that the Soviet Union had been abolished.
Living with my young family in Moscow a decade later, we frequented the famed Sanduny baths in the Russian capital. There amid the marble, stained glass, alabaster pillars and highly polished brass, intimidating men with tattoos mixed with wimpy looking bankers, while children scampered around. I overheard electrifying conversations about Kremlin feuds and murky business dealings, and it certainly sharpened my command of Russian slang.
The staff, who wore swimming trunks to show their status, would enter the main room - the size of a squash court - pour water into the oven then whirl a towel in the air in order to spread the heat around.
Gritting my teeth, I would preserve the national honour by staying as long as I could until, with tears spurting from my eyes at the pain, I would join the others in scampering to the exit and heading for the plunge pool.
The Russian habit is to jump in and straight out again. However, an expat friend and I would try to restore Britain's reputation by sitting in the pool - chilled to just a degree above freezing - and singing patriotic songs. A curious circle of Russians gathered, warning us with increasing urgency of the consequences of staying in.
"You lot will have nothing left down there," said one shaven-headed Russian solemnly, gesturing worriedly at our nether regions. We emerged to cheers and offers of beer: Anglo-Russian relations had reached a new high.
In much of Northern Europe, saunas are mixed (in Russia they are segregated). Nudity in these countries has no sexual connotations. While living in Germany, we would go to a family sauna where all generations stroll around in their birthday suits.
America, however, was another matter and nudity in saunas is deemed unacceptable.
When we settled back in England more than a decade ago, I decided I needed a sauna of my own. It makes no claim to splendour (it cost around £2,000), and is named after a late, much-missed cousin, Burnaby. I built it with money he left me. "Time for Burnaby," I announce, heading up the garden steps to switch on the electric heater (I yearn for a wood-fired sauna, but for that you need to live in the countryside, not central London).
About 30 minutes later, the air temperature inside reaches the minimum 150 degrees Fahrenheit (66 Celsius); from there it crawls upwards to boiling point.
At first, the sensations are mild. You acclimatise quickly and your body feels a pleasantly warm tingle. The sizzle, literally, comes from adding water: I have a wooden bucket and ladle (obviously anything made of metal in a sauna is a no-no) to pour water onto the rocks which cover the electrical element.
Water conducts heat much better than air, so the effect is almost overwhelming. Breathing can be a struggle. Your head can get too hot - so I use a sauna hat, a curious conical construction made of felt. As steam whooshes into the air, the sweat - and stress - whoosh from my body.
An egg-timer on the wall keeps track of time. Five minutes is enough for the first session. I stumble outside - and plunge into a horse-trough especially bought for the purpose.In winter, I leave water in the trough overnight to get the temperature down.
You can feel the ice crackle as you crash through the surface. It is tempting to jump out straight away, but more rewarding to force yourself to put your head under the surface.
Gasping for breath, I lie there for a minute or two, usually passing the time by singing Rule Britannia. And not just the chorus - but whole verses: "The nations, not so blest as thee, must in their turns, to tyrants fall. Whilst thou shalt flourish, great and free, the dread and envy of them all."
Once I've caught my breath, I check my extremities for numbness and head back into the furnace. That's the winter routine. Other months are more relaxed: I sit in a deckchair, swathed in a long linen shroud, enjoying the heightened senses conveyed by my pummelled nerve endings.
One of my sons, himself a sauna aficionado, gave me a "venik" - a bunch of hazel twigs - for my birthday. They are common in Russian and Finnish bath houses as self-flagellation encourages the circulation. Sauna oils add another dimension: birch bark essence in the water puts an invigorating, acrid tang in the air, eucalyptus clears the head, patchouli adds exoticism.
My own experience is only anecdotal, but since installing the sauna my physical and mental health has never been better: no colds or coughs and untroubled sleep. My blood pressure is low and I've sailed through my annual medical check-ups. Sadly, it is a myth that sweating helps remove toxins from the body.
But scientific research provides ample evidence of other health benefits. Alternating hot and cold temperatures improves the circulation - a vital element in cardiovascular health, while regular exposure to cold water boosts the immune system.
For this reason I also enjoy my year-round daily dip in the Serpentine, the artificial lake in the heart of London's Hyde Park.
Perhaps the most important benefits are mental. The extremes of heat and cold unleash endorphins, the body's most potent "feel-good" chemicals.
And of course, the sauna is no place for mobile phones - or indeed any electronic devices. It is not really suitable for reading either. So you can really switch off and let your mind wander, until you reach a trance-like state in which the worries of the world assume a proper proportion.
Downsides are minimal. The cost is trivial - a few pounds a week at most for the electricity (which our household gets from conscience-friendly renewable sources). The sauna requires minimal maintenance, just an occasional electrical check-up, a regular clean, and a dose of wood preserver on the outside.
The only real worry is our neighbours. When we moved in my wife explained that my sons and I had previously lived in Russia, where strange behaviour is the norm.
She suggested they might wish not to peer too closely over the garden wall, especially if they hear singing, sploshing or spluttering.
A pity in my view - saunas are so much jollier if everyone joins in.
