Don't waste money showering at the airport. Saunas don't care how dirty you are when you enter, all they want you to do is shower and be clean for the girls. Many of us don't even get hotels when we have to go to China for a day trip or vice versa those from China coming to HK for day trip, we just head to a sauna/spa for a great shower, massage, and a possible stay over.
What I do suggest is that if you are carrying check-in luggage with you, you should either pay for 'Left Luggage' at the Airport Express stations or leave with your hotel concierge. Some saunas like Sands have lockers that are large enough to hold a carry-on luggage, but not all.
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