Once youve made all of your choices, pour concrete for the foundation, then frame the walls and roof. Dont be afraid to call up a builder if you need help with this step of the sauna build.3. Choose your heat sourceAs youre planning your personal sauna project, one of the most important decisions youll have to make is the heat source. Are you a wood-burning person or an electric person? This is the great debate in the sauna world.Electric heatersare cheaper and require less maintenance, butmany have argued its like comparing a steak grilled over a charcoal barbecue to one cooked using gasits a taste thing. Know that if you do lean towardwood-burning, you have to actually acquire wood to burn, be able to tend the fire as it goes, and possibly forfeit the idea of an indoor sauna lest your homeowners insurance skyrockets. However, wood is the more historic option, so if youre pining for the traditional sauna experience, this might be the way to go.Choose your interior wood carefully.Photo: Roc Canals/Getty Images4. Choose your interior finishesOnce youve planned all of the foundational aspects of your sauna, the next big decision is what kind of wood to use for the interior. Like the wood used on the frame, youve got various options for the indoor paneling, all with unique benefits and drawbacks.Cedar gives off the best smell and is easy to find in the U.S. (stick with western red cedar for the mildest scent and the best quality consistency), while Nordic whitewoods are the traditional types used in Finland. They are both on the more expensive end, so if youre trying to cut costs, use the good stuff on the sauna benches and interior walls, and something a little cheaper like hemlock or eucalyptus on the rest.5. Consider aesthetic finishesSaunas are meant to be used and enjoyed, but that doesnt mean they cant also look good. Windows might be a nice touch, especially if youve chosen a backyard sauna, and you have a nice view. Just make sure you use double-paned glass so youre not compromising the insulation and warmth of the structure. Youve also got some leeway with the dooryou could choose a wood option, a glass door, or even one that slides.