Get a workout and use the "steamroom" simultaneously at Bikram Yoga Chicago, where participants practice a series of postures and breathing exercises in a heated room. Students need to hydrate before class and bring a water bottle, as Bikram Yoga Chicago heats its studio to 105 degrees with a healthy balance of humidity and oxygen levels. Come February, remember this class as an antidote to a colorless, sub-zero day. According to co-director Mike Lewis, "it should feel like you're in Calcutta when you're practicing."

Not convinced it's a workout? As Lewis explains, "There's no incense. It's not a meditation class. Every posture is physical [and] strengthens." An insider's tip: Endurance athletes flock to these classes to push their physical limits. Take advantage of the heat, yoga enthusiasts, and try that troublesome pose. Bikram Yoga Chicago also has a location near Clark and Diversey. Try one week of unlimited visits for $20 (one redemption only), and visit the website for class times.