Far infrared sauna therapy or FIRS is when infrared heaters are used to emit infrared light which you then feel as heat.  For weight loss, there is inconsistent data regarding the effects of FIRS on weight loss, diastolic BP, and fasting blood glucose levels: some studies show benefit and others show no benefit.

The trials that show a benefit only showed a 1kg difference and you needed ten 15-minute infrared sauna sessions over a 2-week period.  Hence if one infrared sauna session costs you $50-100, that is $500 to $1000 for at best 1kg weight loss? And that is at best, whereas more likely there is no weight loss.  

To be fair this is not its only use and there are small amounts of evidence supporting its use in heart failure and chronic pain but again its effects are either none or small and people needed it very frequently, sometimes daily treatment, and that is not feasible for most people.

Again the choice is yours.