I stayed at the Vila Gale once and, while it was OK, it's not really on a beach. It's on the rocks--the sand is very narrow and at at all inviting. It's also quite a ways from anything else. IMHO the best hotel is the Convento do Carmo. Just to the west of the Pelourinho it's in a 18th century monastery. It's also quite expensive but I will definitely stay there if I go to Salvador again. I went to one sauna; sorry I no longer remember which one and both boys I went with lied about what they were willing to do. When I got back to Rio, the boys said all Bahianos were "espertinho" which means tricky and deceptive.