Just got back from Gellert Thermal Spa.
I'd recommend it. As for the baths, be sure to do hot then cold or vice versa. That's possible indoor or out.
Nice afternoon. Not to crowded and upstairs they have a nice area where you can grab a bite to eat and a beverage and hang out in sun like almost you're just hanging at a resort pool. Or eat in shade. Or read a book. I was a bit worried it might be too crowded or overwhelming but it wasn't.
Saw a bunch of LetsRun people there.
We had considered going to the biggest bath in town: Széchenyi but didn't. Some of the Letsrun peole we ran into told us Széchenyi has a party at night every Saturday that they're going to go to tomorrow night after the track. We'll be doing the podcast instead.