Inge Villa is a cute, well run guesthouse in Parnu with a really comfortable bed. It is located a very short walk from the beach and they provide a nice breakfast.
One of the reasons I stayed here was that they have a sauna. When I checked in, I asked about the sauna, and they said I just needed to let them know an hour in advance. That evening when I said I'd like them to turn it on for me, they said, "You do know that it's 13€ to use the sauna?" I said, "No I did not know that as it wasn't mentioned on your website or anywhere here in the guesthouse." A 13€ charge for the sauna may be fine for some, or even most people, but I think they should be more transparent about it. For me, it was a bit annoying on top of the room price (75€\single).