The sauna at Texas Spray Tan, Spa & Boutique in the city of Jersey Village, in the the state of Texas The reviews do not mention cleanliness, but they consistently praise the quality of service and the overall positive experience. No mention of a cold plunge or pool is made in the given reviews. No membership is mentioned in any of the provided reviews. Based on the positive experiences described and the ability to schedule last-minute appointments, it's likely that walk-ins may be accepted, at least sometimes.