are you thinking of saunas or of the public bath houses, like Kiraly and Raczs and Rudasz used to be very very busy with gay people and lot of action, even Gellert on Sundays.
I recall that in the late 1990, I used to fly frequently to BUD in the morning, and after my business meeting went to the bath houses, really enjoyed the atmosphere and the guys before returning to the airport and was back in HAM in the evening...but don't know if its still as attractive nowadays as it used to be in 1998 as I haven't been there any more for long.