Electric sauna heaters are much more popular and often more practical. They are more compact , require less clearance and offer many design options.
Electric heaters are inexpensive to operate.  The average sauna is used once or twice a week for one hour or so.The electrical cost will be about $2.00-$3.00 per week.  All our electric heaters  are approved by either ETL or CSA.
Wood burning sauna heaters can only be used in outdoor saunas. They are larger and depending on installation conditions can require  very large clearances.  There is no certification category for wood burning saunas stoves.  There is a guideline provided for installing uncertified wood stoves and if followed exactly, you may be able to get wood heaters WETT certified in the field.  (Consult with your insurance company before installing a wood heater to see if they have any concerns or conditions.