Something has happened along the Devon coastline these past few years. Walk down to the right beach at eight on a winter's morning and you'll find a small queue of people in changing robes, mugs of tea in hand, waiting outside what looks like a shepherd's hut with a chimney. Inside, it's somewhere north of 80°C. The sea in front of it is closer to 10°C. The plan — and everyone in the queue is entirely serious about this — is to go back and forth between the two, several times, on purpose.

The wild sauna has properly arrived in Devon. One county magazine counted fifteen of them this spring, and that already feels out of date. Converted horseboxes, hand-built cedar cabins, barrel saunas tucked behind dunes — they've appeared on beaches, estuaries and farms from Plymouth to Saunton, and the people using them are not, on the whole, wellness tourists. They're us: sea swimmers who wanted a way to keep going through February, dog walkers who got curious, groups of friends who've quietly swapped a round in the pub for a round in the steam.

Why Devon took to it so quickly

It makes sense here in a way it doesn't everywhere. We have coastline on two sides of the county, water that stays swimmable (barely) all year, and a long-standing population of people who were already getting in it. The Finnish idea — hot room, cold water, rest, repeat — needed only the hot room. Devon had already supplied the cold water and the scenery, and there is no sauna window in Finland, we'd wager, with a better view than Burgh Island or the Erme estuary at sunrise.

How a session actually works

If you've never done it, the rhythm is simple. You book a slot — most places run shared sessions of somewhere between forty-five minutes and an hour, with private hire available if you'd rather it were just your group. You sit in the heat for ten or fifteen minutes, until your thoughts go pleasantly quiet. Then you walk out and get into the sea, the plunge tub or under a cold shower, briefly. Then you stand about in the fresh air feeling remarkable. Most people do three rounds.

Bring swimwear, two towels (one for sitting on, one for drying), a big bottle of water, warm layers for afterwards and something for your feet — sand is cold in January and pebbles are pebbles all year. Book ahead rather than chancing a walk-up, especially at weekends. And a genuine word of caution: the hot-cold contrast is the whole point, but it's a workout for the heart. If you have a heart or blood pressure condition, have a chat with your GP first, never swim alone, and save the celebratory drink for afterwards.

When to go

The counterintuitive answer is winter. A sauna on a warm August afternoon is pleasant enough, but the whole contraption only really makes sense when there's weather to defy — the best sessions of the year happen between November and March, when the gap between the hot room and the sea is at its widest and the beach is yours alone. In summer, aim for the edges of the day: most operators run sunrise and evening slots precisely because a 6.30am steam followed by a swim in flat, gold-lit water is the strongest argument the whole movement has. Autumn sea temperatures are a well-kept secret too — the water off Devon is warmer in October than in June, holding the summer's heat long after the crowds have gone home.

The saunas of the south coast

Hálogi Sauna & Ice Baths, Royal William Yard, Plymouth. Proof you don't need a remote beach: a beautifully converted horsebox on the waterfront at Royal William Yard, with a Finnish stove held at a steady 90°C, room for six, three cold-water tubs lined up outside and the sea itself a few steps further. City sauna-ing at its best — you can be back among the Yard's bakeries and bars within the half hour.

The Somewhere Sauna, Mothecombe. On the shore of the Erme estuary — one of the quietest and loveliest corners of the South Hams — and run with real conviction: the operation is powered by solar energy and rainwater, and the calendar mixes ordinary sessions with sunrise swims, breathwork and yoga. So popular it has multiplied, with sister sites now at Dartington and Bantham.

Steamworks Sauna, Bigbury-on-Sea. Tucked behind the dunes with Burgh Island sitting in the frame across the water, which takes some beating as a thing to stare at while you cool off. Their sunrise and evening sessions are the ones to book — low light, big sky, empty beach.

Sauna by the Sea, North Sands, Salcombe. A handcrafted cabin just above the shoreline, fired with sustainably sourced aspen, alder, oak and eucalyptus — each wood, the owners will tell you, burning slightly differently. A short barefoot walk puts you in the water, and the Winking Prawn is conveniently close for afterwards.

The Old Stable Sauna, East Portlemouth. Across the water from Salcombe, just above the ferry landing, looking back over the harbour and the boats. It takes up to ten, runs both communal and private sessions, offers discounts for locals, and sits beside the Old Stable Café — an unimprovable piece of planning.

Beachside Sauna, Blackpool Sands. On one of the South Hams' most handsome beaches, this cabin comes infused with eucalyptus and lavender, and the shingle means you walk out of the heat straight into properly clear water.

Apatheia Sauna, Shoalstone, Brixham. The clever pairing on this list: a wood-fired sauna beside Shoalstone's famous open-air seawater pool, so your cold plunge is a length of a Devon institution with the bay spread out beyond it.

And inland, in the hills above the coast

Not every good steam in Devon comes with sand between your toes. Blackleigh Farm Wild Spa at Maidencombe, in the folded countryside between Teignmouth and Torquay, has quietly built one of the most complete set-ups in the county: a log-burning sauna, a proper hot tub, a cold plunge pool and hot-and-cold showers, all entirely off-grid and surrounded by fields and sky. Every session is private — the whole place is yours, up to six of you and nobody else about, just the crackle of the stove. If that sounds like your kind of afternoon, we've currently got a three-hour private hire for six there — afternoon tea and prosecco included — up for grabs on the site.

Worth the drive north

Sea Sauna, Saunton Sands. North Devon's entry looks out over three miles of surf beach. The wood-fired cabin seats up to twelve, group sessions run at weekends with private bookings available daily, and the walk into the shallows is soft and forgiving — no rock-hopping required. Croyde is up the road when you've earned your chips.

The habit that sticks

The thing nobody tells you about contrast bathing is how sociable it is. Phones stay in the car. Strangers talk. The sea, which in January is usually a thing we look at from behind glass, becomes a thing we're in, laughing, at nine in the morning. Fifteen saunas and counting suggests Devon has worked this out faster than most — and on the days when the water's too rough or too cold to face on its own, there is now, reliably, a small hot hut nearby that will change your mind.