Busan, Millak-dong - Gwang An Haesuworld
This nice place is tucked away near the coast, north of the Gwangali Beach area but, unfortunately, a long walk from the subway (Gwangan station or Millak station will do). The good news is, it's right outside the Gwangan Amusement Park, Mi World. Bus number 210 will bring you right by the building and 38, 62, and 108 also come along one main street (closer than the subway line), stopping on this side of the Suyeong 2 Bridge. Find it here, or in the center of the wikimap below.
It is a full sauna and jjimjilbang with a swimming pool for the kid in you. (Or the kids you bring!) Expect a good experience at this large facility, though most of the sleeping areas are pretty warm. There is a lovely view of the sea out the windows; you can even see the beach and Gwangali Bridge from the jjimjilbang main area. The bathing area has large windows to bring in the daylight, though they are on the city-side of the building.
Their website shows interactive maps of the floors so you can click around to see pictures and get an idea of what to expect. My favorite place was the yellow soil room on the 4th floor (황토볼 황열정): there's seating around the curved window with a view to the bridge and you can sink your feet into small, warm, clay balls (sit down on them if you like).
Overall, a nice place to relax and escape the city. Because it's near Gwangali, you may find a lot of people sleeping here on Friday or Saturday nights, or during events in the area. Users on Naver rate this spa 8.0/10.0, and I'd be inclined to agree. ^^
부산 수영구 민락동 110-14번지
Busan, Suyeong-gu, Millak-dong, 110-14
Open 24 Hours
Sauna : Adults 6,000 Children 3,000
Sauna/Swimming pool : Adults 12,000 Children 10,000
Just the pool : Adults 10,000 Children 8,000
Add Jjimjilbang : Adults 2,000 extra Children 1,000 extra *
Wikimapia of Gwangan Haesuworld
* I think this is right. It's not very clear on their website... ㅠ.ㅠ