The best jjimjilbang I've found in Seoul is located near Seoul Station lines 1 and 4 on the subway. I can't remember the name exactly, but I think it's called Shinram Jjimjillbang (신람찜질방). It is a huge building consisting of 7 floors. There are separate bathing room for men and women, men's side has at least 10 different tubs to choose from. Not sure about the women, but I am sure they have a wide selection too.
There are about three floors of different sauna rooms such as the hot room, super hot room, mild room, cool room, ice room, steam room, oxygen enriched room, mud room, the stone room (my personal favorite), and many others. In addition, there are three restaurants, a lounge room, arcade, gym, pc bang, 3 massage rooms, laundry, pedicure room, place to shine your shoes, private rooms for some piece and quiet to read or study.
In addition, there are 4 different sleeping quarters, separate rooms for men and women, mixed room ) small and I think they don't allow any hanky panky), and cave room (that's where I crash if the couches are all taken. Too many Korean dudes snore in the mens room.
I believe the cost is 9000 won if you to visit, 12,000 if you want to stay over. Yes, they are open 24 hours too.
To find it basically walk out the main doors of Seoul station, cross the street and walk straight for about 5 minutes then make a right. If you have troubles, just ask someone where it is, most people know.
You should go check it out. But try not to go on the weekend if possible. It can get mighty crowded.