Steam, saunas and jacuzzi are used mainly for cosmetic reasons and to provide relaxation. Each have their own advantages, but overuse will not help in gaining any more. Steams and saunas help open the pores of the body, which some say aid cleansing of toxins. Some salons follow that up with a cold shower to close the pores and leave you feeling refreshed. You must ensure that your intake of water is adequate before you go in for either, because it can leave you feeling dehydrated. Jacuzzis have stimulating and massaging effects on the body and can be quite invigorating.
You can sip water while you are exercising but make sure you drink enough after you have finished. The general rule to go by is 6-8 glasses a day AND about a litre extra for every hour that you exercise. In any case, you should not exercise more than about 1 to 2 hours a day.
For those with slipped disc and lower back problems, form during exercise is very important. Maintain your normal spine alignment while you do any exercise. For weight reduction, a combination of a nutritious diet and regular exercise is of prime importance.