I've been to a few of them, and of course there's different policies and whatnot, but some similarities.
I'm bi, of course, and when I went I was usually one of the youngest (if not the youngest) in the place most times. So I can echo the sentiments above, that if you're decent looking (and I mean I'm no stunner) you'll get a lot of propositions. However, I never felt unsafe or threatened. I guess it just depends on what you're looking for. You can get into just about anything--from tame jerkoff sessions with another straight/bi dude, to group sex. Again, depends on the place and what you are into.
Some of the common things:
You go in and there's a check in guy. You can generally rent a locker/towel, or in the places I went, a little room with a twin-sized bed. Plenty of free condoms here. Some men stroll around in a towel, some naked, some with more clothes on. The places I went all had booths with the token porn, both gay and straight. Glory holes were pretty common. If you know the glory hole 'rules,' you'll be fine, and of course they'll probably want you to keep dropping tokens as long as you occupy the booth, as per usual.
Steamrooms and hot tubs are pretty cruisy. I found that the saunas were a little more hands-off without an invite. Yes, there'll be men who sit close and really want to touch you, but it was always pretty easy to say no to those I wasn't attracted to, and they'd truck off to find someone else. If you want to show off, it's a good place. Likewise if you want to masturbate while people watch. Just be aware that dudes will be looking at you and probably stroking themselves.
The hot tubs were more hands-on. Sometimes there'd be chitchat, but most of the time what would happen with me is that I'd get in (naked) and almost immediately there'd be a hand or feet on my cock. Since it's under water and more or less hidden, you'll get felt up. I enjoyed that, but sometimes a guy would get in and get right back out.
The private rooms were basically just a bed and nightstand, with sometimes a chair in the room. Very small. You can get naked and stroke with the door open, and you'll get an audience, and men who want to join in. Again, I never had trouble telling people "no," but again you sort of have to deal with the fact that there'll be dudes you're not into who watch you. I had some pretty hot group action several times, both in "my" room as well as others. Gay guys tended to be much less shy and more apt to invite me in, or just flat out ask what I was into. The curious men, or first timers, were more timid and usually watched more. But in most cases, if I saw one I liked, I'd just initiate a conversation and usually could get something going.
I always wore flip flops everywhere in the place. I never was in a filthy bathhouse, but you just know there's cum everywhere, and with so many dudes into watersports, probably more than just that!
I was curious about them for like 2 years before I finally got enough courage to go; don't be me...just fucking go! If it's your thing, you can have some awesome times. If not, you're not out much and you don't have to go back. I had a gay friend take me my first time and show me the ropes, and that also helped because he was able to sort of be my beard and it kept most of the dudes from being too aggressive.