Sauna is heaven!
It does not remove any toxins from your body. It is BS. Nothing they use at spas and saunas will remove toxins from your body.
Always take shower first before going into Sauna. Having dirt on your skin and opening all your capillary depot is not a good combination, although no one ever died from it or developed intoxication

On another hand Sauna will increase your resistance to cold/flu causing bacteria by shedding mucus membranes from your upper respiratory tract thus removing pathogens.
Sauna will improve your skin appearance simply by shedding dead cells from your skin, encouraging better blood supply to it and opening clogged pores.
To get a proper Sauna orgasm one needs to get into really cold water right after sauna. It is great cardio exercise and does wonders to your skin and endocrine system. You have to have a healthy heart to do it though.
I would highly recommend not to use any alcohol in a Sauna or right after sauna. The best hydration is water or tea.
To make a menthol, eucalyptus or tar scented water go to herbal pharmacy and by a small bottle of natural oil. Then add it to the HOT water that you use to throw on the rocks.
For nice smell and nothing more throw a few spoons of that beer on the rocks you'd be amazed how good it smells.
As for those leafy things that they use in a Sauna, well without them you are getting only half of the experience

Enjoy.