A trio of outdoor pools and several saunas built out over the harbour at Katajanokka, a hundred metres from Kauppatori. One pool is heated to a comfortable 27°C; the other two are unheated (or rather, sea temperature) — and the place is busiest in midwinter, when steam rises from the warm pool as snow falls around it.
Day passes include access to the saunas. The deck has bars and a restaurant; the views — over to Suomenlinna, the harbour mouth, the cruise ships — are as good as any in the city. Easy to combine with a Suomenlinna ferry visit or a wander through Senate Square.