there are several Russian Sauna places in Toronto that you can check out. They are not gay and you can hang out naked - Unfortunately its Men Only or Women Only, not mixed.
Also check out family Korean Sauna - http://ilovesauna.com but you can only be nude in Change room. Saunas are public and you will need to wear shirt and short, which they provide. Tried it a few times but nothing worst than sweating in sauna with cloths on.