Just 12 miles north of Wells and a little over a two hour drive south of Twin Falls is a place called 12 Mile Hot Springs, also known as Bishop Hot Springs. It has to be one of the coolest, man-made, hot springs I have seen in a while. It definitely looks worth the drive.
Goldbug Hot Springs is near Salmon Idaho and in order to get there it is a slightly difficult hike but man does it look totally worth it. If you are able to find the hot spring you will definitely want to take a dip.