Besides the joy and well being there's little evidence that sauna is really healthy. I'm not saying it's bad for you.
Saunas may help you detox better because of the increasing sweating. Some say it can help treat chronic fatigue, mild depression, and some skin conditions. Also, your blood flow gets increased so it also may be good for your cardiovascular system.
As for beauty, i think spending time in sauna can make your skin look better. Blood flow is increased and blood goes into your skin, so it's definitely good for your appearance.
Even though there's little research and evidence that saunas are really healthy, i think that everyone should go to one from time to time.