I haven't been to the Steamworks in Chicago but The Club Baths in Fort Lauderdale has to be one of the best in the country. The outdoor area with hot tub, pool and lounge chairs is wonderful, especially during balmy nights (with high fences for privacy). Also, the cavernous steam room is a lot of fun.
The bathhouse scene in New York is dreadful. If a bathhouse opened comparable to the Astor Place bathhouse (shut down in the 1980s), the lines would be around the block (and that would just be the straight people trying to get in!)
By the way, I saw a revival of "The Ritz" on Broadway recently (which is about 1970s bathhouse culture) and the mostly straight audience got all the jokes and could not get enough of it.
At any rate, if you are in Fort Lauderdale, you owe it to yourself to give The Club Baths a whirl!