Spent a month recently working in Vienna, certainly all the hotel saunas there are strictly nude, I stayed at two of the Hiltons and the renaissance. One guy that I was talking to in the sauna told me it is actually ILLEGAL in Austria to wear anything in the sauna. While this seems somewhat extreme I did find it quite funny. I must say having spent a lot of time in Europe over the last couple of years Ive come to realise this is a cultural thing so now I feel a lot more relaxed about hitting the hotel sauna in the nude even if it is coed!