Toronto has plenty of gay saunas, most of them around the Church-Wellesley Village. You'll find everything from big, multi-floor bathhouses to simpler local spots. Most are open 24/7.
Steamworks Toronto
This is the main one: a private men's gym and bathhouse right on Church Street in the Village. It's got a steam room, a dry sauna, a whirlpool, private rooms, a bar, and a lounge. Students and military get discounts. They're open 24/7.
Spa Excess
A European-style bathhouse on Carlton Street. Think steam rooms, dry saunas, whirlpools, private rooms, a bar, and a rooftop sun deck. An older, more international crowd likes this place. It's one of the city's older venues and has a lot of regulars.
Club Toronto
In Parkdale, this is your budget choice. It has a steam room, dry sauna, whirlpool, and private rooms. It's open 24/7 and costs the least of the main spots. No frills, but it works.
The Cellar
On Wellesley Street East, right in the Village. It's dimly lit, red everywhere, and built for privacy. More of a cruise bar than a traditional sauna, but it serves the same purpose.
Oasis Aqualounge
This place welcomes everyone: all genders and orientations. Couples can get special pricing, and single women and transgender visitors get discounts. There's a pool, indoor hot tubs, play areas, a bar, and a restaurant. It's open 11am–3am daily. The atmosphere is very different from the men-only venues.
The Church-Wellesley Village
You can walk to all the big venues in the Village. Toronto Pride (late June) is one of North America's biggest. If you're looking for a leather and fetish bar, The Black Eagle is at 457 Church St.