Housed in a gorgeous palazzo built in 1908, the brand-new Terme Milano have had various uses, including leisure centre for tram drivers and rocking disco bar. Now, the building has been restored to its former art deco glory, and kitted out with steambaths, saunas and open-air pools. A day pass (€35-€46) gives you access to all areas. The abundant buffet of fresh fruit and juices is included, and you can book additional treatments like the anti-stress massage (50mins, €56) at relatively reasonable rates. Slip into your swimsuit and dive in.