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Thanks Demedici and TotallyOz for your advice. I had the opportunity to visit Belo Horizonte for a few days and really like Sauna Olimpo. The sauna is one of the nicest I have visited in Brazil. I was there mid-week with 10-20 boys there each night. I found the atmosphere to be much more relaxed with many of the locals coming in for a social setting, playing cards, having drinks with the boys and the boys being much less aggressive about programas. They have the typical shows and of course, bingo on certain nights. The entrance fee was R$40 (it is R$52 on weekends) and drink prices were much less than in Rio or Sao Paulo. The sauna has a number of free small cabines for use, which they keep clean. Overall, I would recommend a visit to Belo Horizonte for a weekend. Here is a link to the Olimpio website with photos: http://saunaolimpo.com.br/

I speak terrible Portuguese and Spanish but in all humility i can muster i can say that i get along well in and out of bed with Brazilians/mexicans/Czechs(my grandparents were immigrants from what was then Czechlaslovakia and spoke little English and were very poor) so i do not think you need a mastery of the language to have great sex or a fun social time but i do believe you need to make a effort to learn basic words as a sign of respect for your hosts/companions! At least that has worked very well the past 16 years for me!