The one that is usually reported (and you can search for the reports on this forum) is Caesar Spa in the Asia World shopping center, 15th floor.
Here's a youtube of the pool area.
I would describe it as part way between a Hong Kong sauna and a Macau Sauna. No showtime, no line-up (so more like HK). But there are girls, there is FS, there is free food, there are large pools (so more like Macau). I'm not sure if you can spend the night though.
Oddest thing about Caesar is that you enter it through a high-end department store (Momo), then take the elevator up to the top floor, which is the Spa. Surreal to go off to sex-land, then return to all the housewives shopping for new purses. I believe only one of the elevator banks goes all the way up to 15.
Cost last time I was there was NT$4200, if I remember correctly. Maybe an extra $100 was automatically tacked on for a shoe shine. Anyway, that's the ballpark.
Gherk