I was in Budapest last November, and I thoroughly enjoyed this city.
Absolutely beautiful and inexpensive as well.
Very deserving of the title Paris of the East.
One of the things I enjoyed doing most was going to thermal baths there!
I went to two when I was there.
1. Szechenyi Bath and spa
It's one of the largest spa with many indoor and outdoor pools.
It's also very easy to get there, there's a metro which just stops outside there.
Széchenyi fürdő metro line 1.
It's the famous spa where you can see old men sitting in the pools playing a game of chess!
The best thing is when the weather is cold, and you're soaking in a warm pool. No better feeling in the world!
The other would be going to a sauna and getting too warm and soaking yourself in a cold cold pool of water. Sounds sadistic but the discomfort seems to bring an intense amount of pleasure at the same time. It's one of those things which is difficult to explain, you just have to experience it for yourself :)
2. Lukács Thermal Bath Budapest
I came here because it was literally 10 minutes walks from my host's apartment and he recommended that I go there.
I actually preferred going to the smaller thermal bath than the bigger one.
It's more beautiful inside for one and also it's cleaner. Also the bigger spa Szechenyi is a bit too touristy for my liking. This place has more locals.
I was adviced to drink the spa water from the fountain, as it's full of minerals and supposed to be healthy. It basically taste very strongly of sulphur and like rotten eggs.
The exterior looks so pretty with all the beautiful multi coloured autumn leaves strewn on the grounds in contrast with the light brownish/yellow building. I really felt like I was in a fairytale land.
It's nice to sit in the pool and have the water from the fountain beating on your back. Very therapeutic, like getting a water massage.