The Opposite of Cold: The Northwoods Finnish Sauna Tradition via ILL from my local library. This is a beautiful book published in 2010 that should appeal to architecture buffs as much as sauna afficionados. At the outset Nordskog states that his book does not address building techniques, health benefits, or even the proper way to enjoy the Finnish bath. This disclaimer is a bit of false modesty, as he does have something to say at least about the last point a few lines later. The best way to introduce someone new to the sauna experience is to "extend the common courtesy that the person with the least experience controls the vital production of loyly by throwing water on the rocks"  and, by extension, we could say the same of the temperature of the sauna itself. Impressing the inexperienced with one's ability to suffer exposure to searing heat would simply forever discourage the uninitiated from a healing practice [4, 101].
Nordskog highlights a number of very beautiful saunas. Pictures of saunas from Muurame Saunakyla (sauna village) are beautiful, and the architect Alvar Aalto's sauna at Muuratsalo on Lake Paijanne is probably the most beautiful sauna I have ever seen. Before looking through the pages of this book, I had no idea the extent to which architects have elevated the art of sauna construction. Another amazing sauna is David Salmela's Emerson sauna, which has recieved national recognition by architectural organizations. And I particularly enjoyed the interview with Daryl Lamppa, owner of Kuuma Stoves. I have heard great things about his stoves and am considering buying one of them.
(See this recent interview with the author; and a video interview.)