Baden-Baden Germany
Baden Baden is great. I must have been there 30 or so times now. I first discovered it after a little article in the paper about new places that Ryanair were flying to - in the days when you could genuinely fly there for a tenner - probably around 2004.
I go for loads of reasons but there are two great spas - the Friedrichsbad is unlike any other I have ever been to - Roman-Irish Baths. The Caracalla Therme is terrific too although the naked bit could do with a pool or something. Most of the big hotels have good spas too.
I have converted plenty of my mates to being comfortable naked by going there on boys weekends. Loads to do in the town, including a beautiful casino.
I'm due to go back in September and I'm really looking forward to it already.