The Russian & Turkish Baths in the East Village may not be glamorous, but they have relaxing  steam rooms, a sauna, and a cold water plunge pool, as well as a restaurant serving pierogies and other Eastern European fare.  The aromatherapy steam room on men-only days is where the action happens, but it's a pleasant enough spot for a scrub and a plunge even on the co-ed days.

russianturkishbaths.com