One of the more famous ones is the Vals thermalbad ( http://www.therme-vals.ch/en/ ), which I thought was quite impressive. It has a lot of different, small pools that each have their own theme (e.g. one has fragrant flower petals floating in it). Most of those little pools are indoor but there is also a large outdoor pool there.
We sometimes go to the Schinznach Thermalbad (near Brugg, in kanton Aargau). I like it especially at night because it has more ambiance. But it's child-friendly during the day. It has an indoor "pool" area as well as the outdoor one. It also has a crazy new slide that I must say is one of the fastest water slides I've ever encountered here in CH. It's not nearly as romantic or ambient as Vals, though.
I definitely want to check out the new thermalbad in Zurich. Looks like it has a pretty amazing view from the pool on the rooftop:
http://www.badi-info.ch/schwimmbaeder_thermal.html
My favorite is Sole Uno in Rheinfelden.
Some of my friends go to the ones in Baden and like them but I have never been.
A website with info is below....
Stunning location, excellent food and amazing architecture.
I had wanted to check out Leukerbad, but had gotten some negative feedback that it was quite dated and not very nice. Would be great to hear your thoughts after visiting!
Saillon
Ovronnaz
are some of my favourites
We are very lucky to be able to do a timeshare swap with either of the above - making it very good value indeed, especially out of main season.
We stayed at Hotel Mercure Bristol which had their own thermal indoor and outdoor pool with jacuzzi and a very well equipped wellness centre. The stay was fab , so were the rooms with the view , (could see 3 waterfalls from bed). Leukerbad is in a valley so the whole town is surrounded by mountains which I personally found very intriguing! Not much to do there apart from long and steep walks if you enjoy that and then get into the warm pool in the evening. Best time to visit is from June to October we missed going to the various passes (gemini and torrent) as they open in June.
I personally loved the quaint little lazy town so will be going back again for sure!
OH BTW great local wines to taste too !
It's bigger than many of the others and also has an extensive sauna section.
The outdoor pool is wonderful, especially in the winter when you are sitting in the hot water surrounded by deep snow. Pure magic.
I was once with a group of 40 or so international students in the one in Vals and it was a great place. Not sure if the elderly Swiss thought so as well when we were having fun there though... so if you are not in a group expect it to be quiet. Very quiet.
I know the Swiss users cannot imagine that there are things possibly better over any border, but if you are planning some weekend getaway can I highly recommend to visit Austria: http://www.aqua-dome.at/en