To show how much local people love the Széchenyi baths, I can tell you that we also have a nickname for it and call it simply ‘Szecska’. It opened in 1913 and has a total of 18 indoor and outdoor swimming pools. It’s one of the most richly ornate buildings of the city with an architecture combining Neo-Renaissance and Classicist elements. One really has to see the main foyer where both the statues and mosaics are all realted to water and bathing culture.
I only recommend going to the Szecska in the summer for those who don’t mind crowds but it’s really quiet and enjoyable in the winter. I can take you to the Széchenyi if you book the Baths of Budapest walking tour with me.
More information about prices and opening hours.
Budapest Baths Private Walking Tour 
Budapest Baths Private Walking Tour