I'd like to think that I planned this trip perfectly but I didn't. It just happened that I wanted to visit the spots on the first day and thermal bath on the second day. We arrived on a Friday and we did the tourists spots on a Saturday. I did this as Sunday is usually a shorter trading day in Europe and Mondays in Budapest seems to be a non-business day. Such a dream to work in if you are in the retail industry. :P
Things that you need to bring to a Thermal Bath:
1. Towel and or Robe.
2. Slippers especially during winter.
3. Swimming costume or swimsuit as we call it in Asia.
4. Change of clothes.
Basically, just pack things that you bring when you go to a swimming pool or gym. Otherwise, you can always rent. Yes, even swimsuits can be rented here but that will add up to the cost. Just to get in cost us 5200 Hungarian Forint per person for a cabin which is less than 20 GBP each. We read somewhere that it is worth getting a cabin than a locker as you have bigger space. A cabin will fit two people but in this Thermal Bath, if you pay two, you get two. You need your bracelet to get in so you can't cheat. :P
Szechenyi Thermal Bath offers different services but you have to check the website as I don't work there. Hehe. I was supposed to get a massage but since I don't speak Hungarian, staffs kept offering the most expensive package there is. Also when I told the staff that I have changed my mind of the massage service, she turned snobby. She must have worked for commission for that drastic change. Not having a massage was a better option for me as I was able to spend 2 hours with my husband in the bath and also we were able to explore the place together going to different pools with different temperatures and different sauna and steam rooms. If you don't have any skin disease then skip the medicated water as it was kinda gross.
If you finish early with the Thermal Bath, you can go to a zoo, circus or ice skate. They have museums in the area as well but we didn't go as we have nicer museums in the UK that are free on my opinion. I bet now you get the theme here, when we travel, we chose what we want to do with little expense as possible. We stay on nice hotels in the city centre and splurge on food. It is only wise. :)