Do it like a Finn. There is roughly 500.000 cottages in Finland, many located by water. On most weekends, specially during summer, people rush to these hideaways to relax and rejuvenate after busy city life. It is unthinkable idea to not to have a sauna at your cottage. Birch whisk, mineral water, beer, herring and makkara (=sausage) are usual sauna companions.
One way to experience an authentic Finnish mökkisauna right on a beautiful lake is to take a day trip just a one-hour drive from Helsinki with a possibility to spend a night. The amenities are rustic but charming enhancing the true experience of the Finnish mökkisauna.
Rental cottages with saunas are readily available anywhere in Finland and can be arranged.