Sure, you know about Glenwood Hot Springs Pool, but that's for tourists and takes a lot of pennies. The Penny Hot Springs 30 minutes south is for those in the know, and is absolutely free.
The Penny Hot Springs are located below the large granite cliffs named "Hell's Gates." They were named for hotelier Dan Penny, who set up a hotel and bathhouse and made good use of the springs. The cultural revolution of the 1960s brought less modesty, and visitors started to enjoy the springs au naturale.
Unfortunately, locals were not pleased with this, and essentially shut the bathhouse down. About 20 years ago, the county purchased the property and restored the pools. Today the natural, non-commercialized setting is peaceful and makes you feel like you're in on a secret.
The white hot spring water mixes with the frigid Crystal River and creates varied temperature pools, depending on how much river water is allowed into the rock pools. The water can be deceptively hot—it will scald and you cannot tell if the stream running into the river is cold or hot by sight, so step over until you know for sure.