Depends -- lots of variables. When I was into my bath house cruising scene, there was one pretty good sized national chain. Some of them were wide open, with out and out gangbangs and full orgies. Some of them were so tame, that not alone did I not get any sex, I never saw an exposed penis.
Moral of the story: If you want to try this, go for it. Just don't have any expectations, so you won't be disappointed. If I were you, I would just check out the one closest to home. Anybody inside is in the same boat as you, so they will be just as embarrased as you if you know each other, and didn't realease you were both gay/bi.
Just to be on the safe side: Take plenty of condoms.
The rules of each house is different. All charge a reasonable admission fee. Most have lockers that you can rent (with a lock), and/or private rooms. Most of them that have private rooms are large enough to hold four friendly guys. Several have open group sex rooms.
Good luck, and let us know the results (or failing that, PM me).
I'm not really into the public sex type of gay activities, i think this things makes the gay community look bad. I been to two bath houses and what i have enjoyed is the Sauna, i actually enjoy sitting there for 30-40 mins and just relax. I have never gone to a bath house for sex so couldn't really tell you anything about that. Just be very carefull, if you do go and do get involved with people, protect yourself, cause bath houses are pretty much a place to get STD's and other stuff.
Go to Squirt.org. In their cruising section you can usually find a review of the bath houses in your area with comments by guys who have visited...You can then get a good idea of what goes on and how you can adjust yourself to get what you want out of the experience
When I went to a bathhouse, I found it to be quite aggressive. By that I mean, that as soon as any action started between two people, there would be a rush of guys, who were just watching, shoving their dicks anywhere they could, without first being invited. This is probably not true of all places, but something to consider if you are trying to ease your way into things.