I definitely agree with Paul that the Thermal Suite is one of the best things afloat. The one on Princess is down by the exercise pool in the Spa. It features the "lizard lounges," lounge chairs made of ceramic mosaic and heated from inside. My DW loves to just lie there and bask! The steam room and sauna are co-ed which is nice for a couple to enjoy together (but of course certain minimum standards of dress apply.) And the showers! The showers are wonderful. You can begin with a nice massaging shower, then switch to the tropical rain, and when you are ready hit the red button for the ICY BLAST! I think the word is invigorating!
On Princess ships the Thermal Suite is in the interior of the ship. On HAL and RCI they are outside and have large view windows which makes relaxing there even better.
I love the Thermal Suites so much I have put up a page of pictures.
check out our thermal suite report and pictures at Thermal Suites Aboard
Have a GREAT cruise!