There is an excellent spa called Laugar Spa next to and connected with one of our swimming pools, Laugardalslaug in Laugardalur valley. In the same building is the fitness center World Class.
I have visited this spa many times. It is excellent with a heated seawater tub, six saunas and steam-baths, each one with its own theme. One of them is a lovely mosaic sauna with aromatherapy, another one has stars in the ceiling, another one has a "sun" in the ceiling etc. And there are 2 showers with either icy water or hot water with scented oils, lovely :) You can also try to sit in a barrel of cold sea-water - only for the bravest as you get totally numb by getting in the barrel. I have backed out of it ;) There is also a lovely waterfall where you can shower.
Afterwards you put on a robe and relax in a special room by the fire. An excellent treat!
The only drawback for me was that the spa was obviously designed by a man and it was in dark colours, not very inviting, and the chairs are in the shape of behinds - and the decorations on the walls are in the shape of sperm swimming around... don´t quite understand what they were thinking while designing this.
There is direct access to Laugardalslaug swimming pool from Laugar spa. Laugardalslaug is a big swimming pool with several hot-tubs and this is where many people meet to chat before going to work in the mornings. In the hot-tubs you will hear all the latest gossip.