Hi there

Anyone out there built a really cheap and effective sauna?

you might want to look into sweat lodge building with blankets.
its fast done... https://www.think-abouti...om/building-sweat-lodge/

Or do you think about a more solid structure?

i was thinking about a soli structure

now im using hot baths but it can get too hot and get me up too rapidly so it really is not so comfortable :/

Yep ! You can build like a small cabin with just enough space to sit inside on a small chair. The thing that you sit on have to be the same size that the big pot of boiling water and medicinal plants that you will put between your legs. Asi no te quemas el pito.
You fix a plastic tarpaulin on your structure with clips. You cross the both sides of the plastic layer to make a door on one side of the structure and cut the plastic thing long enough to close the structure hermetically on the floor.
When you sit, the roof is the size of your body straight.
You carefully pull the big pot of boiling water and medicinal plants between your legs, take off the tap, inhale.
You control the temperature by moving the water and plants with a wooden stick long enough so you are comfortably sit with your hands in front of you grabbing the stick. Asi no te quemas las manos.