I feel that hot tubs and saunas make me sweat as much as a 1 hour training session, therefore, sometimes the sauna wins. In fact, instead of a long ride next weekend, I might just sit in a sauna for 5 hours. Same thing right?

To answer you, it feels better, but the reduction in heat/swelling for the muscles is better when applied first, then heat to increase circulation. I notice it in recovery the next day, but not immediately.

Dont we want are muscles to swell a bit and give it ( use Austrian accent) ARNOLD look ?
Depends on if it's my own personal sauna or community one where everyones things hit the cedar

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I think ideally you are supposed to alternate heat and cold to increase circulation, not stick to one or the other. I just alternate my shower from extremely hot to as cold as it will go every 30 seconds

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Because you have a drink in your hand.

Since ice is a more noxious stimulus its less comfortable while its applied (until the area goes numb) but the point of it is to decrease cellular metabolism and oxygen needs of the tissue. In any workout you have done damage to the tissue, created edema and thus decreased the ability to deliver nutrients and O2 to the area. So you are trying to limit the amount of muscle damage AFTER you stop working out (the anoxic tissue damage), essentially putting the brakes on the workout. If you take that and flip it by heating the area you may feel better at the time but are increasing swelling and metabolism and anoxic cellular damage. That is most often seen/felt as more soreness 48-72 hrs after the workout and a slowed recovery time.

As far as warm shower before a race... makes total sense and there are plenty of athletes out there that incorporate some form of passive heat into their warm up routine.

Thnks for clearing that up a bit for me and making me kind of understand the process bit. Still I usually do not get much if any soreness after when I heat. It is about the same as when I ice.

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Glad I could help, the effect is subtle if you arent stacking really hard days one right after the next. The most obvious time ive seen it is during preseason when coaches were running 2+ practices a day for 3 weeks... the kids quickly learned they kept their legs as fresh as possible with cold tubs after each workout. So here is where you get into that fun gray area... if you understand the physiology, and you dont really feel a difference in your recovery, and one is more pleasant... to a certain extent if you think you feel better you do. But after really hard workouts or races id stick to cold if you have it.