We decided to visit the Széchenyi Thermal Baths on our last day in Budapest in the morning. The tickets were relatively cheap and we bought them online to avoid queuing when we were there. The outdoor pools are very warm and a very unique experience. The whole complex has beautiful architecture and it is a very relaxing experience. The only downside is the sulphur smell that is very strong in the inside pools but other than that it was fantastic. I would recommend going in the morning as it’s less busy and leaves you feeling very refreshed for the rest of the day.