Depends On What You're Looking For
First of all, really cool posts about Rio, well done.
As for other options, no other sauna in Macau is quite like Rio, Rio has by far the nicest, most lavish facilities. It is also probably the priciest option around.
As for comparable options, I'd say either FN or The One at Landmark hotel.
The One is probably the closest I've been to from a facilities stand point, it is really nice and new, though the lounge is much darker and has a lower ceiling and the showers are much less discrete facing the entrance and the pool directly. On the other hand, the thigh massage girls there are smoking hot and would qualify as showtime girls elsewhere, and the lineup when I was there was top notch, very high standards. The food there isn't as good as others, but it's a good option. One thing about it though is that it's a much more "Chinese" venue, so less English speaking staff.
FN has a much more worn out lounge, and the reclining chairs are not as good as the half beds in Rio and The One, however, the shower area and girls are great (this is where you get those shower bjs etc.), the thigh massage in a private room is cool and opens up a lot of options, the lineup is very impressive and diverse and the food is comparable to Rio. Bottom line, you get much (much) more bang for your buck there. Also, chances for GFE there as far as I know are much higher here than Rio where they have a routine (which is great, but not very GFE).
One last thing, as for facilities, I've never been to Victoria Spa in L'arc hotel, but I've been told it's brand new and looks really really good. I will be there at the end of January and report back.
Enjoy your trip,
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