Sultan's Inn: an inexpensive but lovely hostel with a nice terrace, showers and air-conditioning. I was very impressed with the price - I shared a room with a friend for around £12 per night each.
Chemberlitash Hamam: a spacious Turkish bath - the changing room, if I recall, is a corridor, but the actual hamam is large and one can spread out and lie on the marble slab in peace. In the smaller baths, there is no room on the central marble slab and you have to sit around, sweating and waiting for your turn for massage instead of lying down and relaxing.
Sultan's Inn (beware, there are many inns with Sultan in the name - so make sure you get this one): Mustafa Pasa Sokak No. 50, Kucukayasofya, Sultanahmet, 34700
Çemberlitas Hamami, Vezirhan Cad. 8 (off Divanyolu at the Column of Constantine; tel. 0212/522-7974; $25 bath, massage, and kese [a scrubbing using an abrasive mitt], including tip; $10 bath only; daily 6am-midnight with separate sections
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