Spa Avania at the Scottsdale Hyatt Regency at Gainey Ranch is a must, if you're traveling to the Phoenix area.

http://hyatt.spaavania.com/

Separate men's spa area with large relaxation room, whirlpool, wet and dry saunas, and spacious locker areas. I've yet to visit a spa that has a bigger space dedicated solely to male clients. The treatments are great, too.