It is the one decision in a sauna that cannot be undone afterwards, and it is usually made in about a minute. Two outdoor saunas can be built the same way, insulated the same way, and sat in the same way. One wood fired and one electric reach the same temperature, and on paper the difference is a line in a quote. In practice they are two different evenings. One of them begins forty minutes before you use it. The other begins on the way home.
Two Kinds of Heat
A wood stove heats unevenly, and that is most of its character. The air near the stove is fierce, the far bench is gentler, and the room keeps moving. Throw water and the answer comes at once, and slightly beyond what you asked for. The heat has a direction, because it is coming from something that is burning. An electric heater is steady. It holds the number it was given and gives it back evenly. Neither is the better heat. But a wood fired sauna is never quite the same twice, and an electric one is reliably the same every time. Which of those two sentences sounds like an advantage is the actual question.
Tending a Fire
A fire has to be built, lit, watched and fed. Forty minutes before anyone sits down, someone is outside with kindling. The stove has to catch. Then it has to be left alone for a while, and then given another log at roughly the right moment, which you learn by getting it wrong a few times. It is either the best part or the whole problem. For some people the preparation is the ritual. The sauna begins when the match does, and the forty minutes of half-attention while the building warms up is time they would not otherwise have spent outside doing nothing. For others it is forty minutes between them and the thing they wanted, on an evening when they are already tired. Both are honest answers.
The Switch
The electric heater removes the forty minutes, and the ceremony with them. The building can be warming while you are still in the car. You get home, undress and open the door, and the room is already there. Nothing was tended. Nothing was watched. What that buys is frequency. A sauna used three evenings a week does more for a person than a sauna used properly once a fortnight. And the best predictor of how often it gets used is how little stands between the decision and the bench. It is worth being plain about it: some of those who choose the fire for the romance of it end up using the sauna less. That is not an argument against fire. It is an argument for knowing what you are choosing.
The Smoke
There is a practical difference that is rarely mentioned until it becomes relevant. A wood stove has a flue, and a flue has neighbours. It needs distance from the boundary and from anything that can burn, and the smoke drifts the way the wind goes, usually across the garden you have just arranged. This is not an objection. It is simply one of the things that decides where the building ends up standing, and that is easier to settle before than after.
A Tuesday in January
A useful test is to picture a Tuesday in January. Dark at four, nothing in particular happening. If the thought of going out to light a fire in that weather sounds like the good part of the evening, the fire is the right one. If it sounds like a reason to stay indoors, the switch is. The heat will be more or less the same. Everything else about the two evenings will not.