Although there are no gay bathhouses within San Francisco city limits, per a 1984 court order that eliminated them, the city does have a couple of popular gay and bisexual sex clubs, including Eros
(2051 Market St., 415-864-3767 for recorded info, and 415-255-4921 to make massage reservations), which is on the edge of the Castro on Market Street - it's close to the Mission and Hayes Valley, by the busy Church Street Corridor. Eros has been going strong for many years and has the feel of a gay bathhouse, but without private rooms. There is a sauna, showers, steam rooms, and professional massage available, and guests can first get a sense of the place by relaxing in the well-lighted first-floor lounge. Eros is extremely vigilant about promoting safer-sex practices, and the staff works hard to keep the facility clean. The club opens daily at 4 pm and remains open until midnight most nights (and until 3 am on Friday and Saturday nights). Day passes cost about $22, but you can also by three-month or one-year memberships, which knock down the daily rates considerably.
Your other sex-club option is Blow Buddies (933 Harrison St., 415-777-4323) in SoMa. This establishment is most popular with the leather, uniform, fetish crowd.
There are a pair of gay bathhouses in the Bay Area: Steamworks in Berkeley, and the Watergarden in San Jose.