A legnépszerűbb termálfürdő Budapesten, a Széchenyi Fürdő híres az night spa bath parties, sparties, for short. In winter and spring time, most of the Saturdays, check out the Lukacs Bath parties called Magic Bath Sparties.

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To Széchenyi Bath the easiest way is to ride by metro.
You can take M3 metro line then you need to change to M1 metro line at Deák tér and ride to Széchenyi Fürdő station.

But other possibilities you have, too, that you can plan here: