Have only experienced Finnish sauna, community steam (wet) & dry saunas here, and what was a wannabe Turkish bath (more a steam room they made into a community) at one point.
My fave experiences are hot and cold / contrast baths so Harrison Hot Springs & the nordic treatment at Four Seasons Whistler where u have heat then ice cold showers are best.
College, i went to UBC Vancouver where after gym or swims, i would do cold baths after hot steam x2 or 3!
Vancouver definitely needs Russian banya