what precautions should I take when visiting Sauna?

For most of the sauna in Shanghai, bring around rmb2000 with you. Put the money in the locker, you don't need to bring the money with you when enjoying the service, all charge and tips will be paid after you finish the service, put on all the cloth at the changing room and check bill at the casshier.

once again, no need to bring too much money with you, RMB2000 is pretty enough.