The surviving ruins of the great baths in Rome -- Caracalla, Diocletian, and Trajan -- only hint at what the baths were like when they were fully functional. Their statuary is now in museums and churches (and Embassies), the pillars are supporting Renaissance structures, the marble was mined out, the frescoes have crumbled, the mosaics have been de-tesserated. The Baths of Caracalla (actually of Antoninus) are the best known today, due mostly to operatic and concert performances held there until 1994, and they could handle sixteen hundred persons at a time, not counting accompanying slaves. A small part of Diocletian's baths is now occupied by the huge Church of Santa Maria degli Angeli e dei Martiri and by the Piazza della Repubblica. Trajan's baths are above the accessible part of Nero's Domus Aurea, and like Diocletians Baths, it was twice as big as the Caracalla (Antonine) baths. There were other baths built by Agrippa, Alexander Severus, Commodus, Constantine, Domitian, Hadrian, Titus, and any rich guy who wanted to impress his neighbors -- more than fifty big public establishments and more than a thousand smaller baths were running simultaneously in Rome at the height of the Imperium. Rich families also had private baths inside there houses, but they were used only for hygiene and lacked the amenities and social interaction inherent in the Roman bath tradition.
The cost of bathing was so cheap that even the poorest could go as often as they wanted -- less than a penny to tip the state paid staff, and the rich would put out baskets of coins so the poor could pay the tip. You didn't even have to bring your own towel. Foreigners and guests went in free, probably in the hope that they would habituate themselves to genuine Roman hygiene ("Stinking foreigners!!"). Baths were open from dawn until dusk, and even later by special arrangement. The rich often went several times per day and everyone tried to go at least once. Single sex bathing was the rule, but the fact that the rule had to be officially restated very often must mean that the rule was very often ignored.
Romans loved their baths, but like all of ancient monumental Rome, they fell into disuse when the money to maintain them and the people to use them ran out.
All three of the biggest baths, Caracalla, Diocletian, and Trajan, are still impressive and certainly worth a visit. They are in all the guide books, but even with a book in hand they can be confusing, so a little preparation time on the Internet before visiting the sites is worth while.
A diagram and explanation of a typical Roman bath is at: http://www.dl.ket.org/latin2/mores/baths/history/bathmap.htm
The best preserved Roman bath is in Bath, England. Entrepreneurs from Bath claim that the English word "bath" originated in the town's name, but some experts think it was the other way around. Regardless of the etymology, there is a nice web site with pictures of the recently reopened Bath Baths and links to the archeological activity that accompanied the decontamination that was needed after 2000 years of use: http://www.romanbaths.co.uk/.
Images of the Baths of Diocletian
Descriptions of the Baths of Diocletian
and Caracalla from the Platner and Ashby Topographical Dictionary of Rome:
Roman baths and bath protocol from the Smith Dictionary of Greek and Roman Antiquities: http://www.ukans.edu/history/index/europe/ancient_rome/E/Roman/Texts/secondary/SMIGRA/Balneae.html.
There are many more of the Platner
and Ashby Topographical Dictionary of Rome articles available at the Lacus
Curtius web site: http://www.ukans.edu/history/index/europe/ancient_rome/E/Gazetteer/Periods/Roman/.Texts/secondary/PLATOP/home.html.
Follow the links at the bottom of that page for the rest of Lacus Curtius, Topographia Urbis (Roman Topography, and the Rome Atlas.
Other articles from the Smith dictionary are also availble through Lacus Curtius: http://www.ukans.edu/history/index/europe/ancient_rome/E/Roman/Texts/secondary/SMIGRA/home.html