Berlin in February
Out of town in Ludwigsfelde there is a very nice Spa called Kristall, definitely worth a day trip if you got the time.
https://www.kristall-saunatherme-ludwigsfelde.de/
In the city itself there also some good facilities, but with varying regulations regarding nudity outside sauna areas (like many places swim and catering areas is textile but sauna/wellness nude). It is worthwhile to check out the details, but in general if nudity is not explicitly forbidden, it is allowed. Much of areas are clothing optional, usually leading to 50-95% being nude in such occasions. List of facilities you can find here:
https://www.nacktbaden.de/34-0-berlin.html
For example the ship https://arena-berlin.de/badeschiff_winter_2009-2010.aspx is OK, just check and avoid the hours when are the "gents only" or "ladies only" hours if you prefer to enjoy spa and swim in a normal mixed experience.
In downtown West Berlin most recommendable place, though not a budget experience, is to relax above skyline of the city on top of the parking facility at Europa-Center in here:
https://www.thermen-berlin.de/
Have a nice trip and hopefully you'll enjoy my former home city!
Aki aka TravelNudie