MOST OF THE LOCKER ROOMS I have been to feature a steam room and/or sauna although steam rooms outnumber saunas. Not very many feature a whirlpool. Butler National GC and Liberty National GC have all three plus private massage rooms.
WHICH ONE IS BETTER is a matter of personal choice. If a Club can only have one it might be decided by the budget and available space. I would say that a sauna costs less to install, maintain and operate than a steam room. Both have similar health benefits.
DETAILS TO INCLUDE are hooks for towels and robes, a music system, a cold shower and drain along with an eucalyptus oil injector system for the steam room (or an inexpensive spray bottle that can be refilled), a panic button and an outside fresh air slot (if possible) like at The Athletic Club of Columbus (OH).
TO INCREASE THE OVERALL EXPERIENCE offer chilled bath towels, chilled scented damp face towels, a water fountain and/or bottled cold water, honor system drinks, an ice maker station (cups, lids, straws and disposal can) and a weight scale.