Sauna or steam room at the swimming pool?

The best thing to do, if you can is to use the sauna/steam room first to open your pores, then try to submerge yourself in cold water. At a spa I went to, they had a cold water bucket drop that dropped water on your head when you pulled a rope. This cleanses the pores and helps to close them again, which is really good for you. I'm guessing there probably isn't a bucket drop where you go, it's pretty specific, but if the pool is cold jump in! Then it's up to you, I think that is really the only benefit of having an order, so have fun and save your favourite for last!! :)