imho, Saunas are the very best for detoxing heavy metals. they are as efficient as high doses of DMSA, and even safer and more natural.
HOWEVER, and thats a big however, you need to use them correctly, preferably to use a conventional sauna or a near infrared sauna as per Wilson, AND its inconvenient sometimes to do sauna every single day for at very least a year! because thats the minimum it takes for riding of HM that way.... unless maybe you do the 30 cleanse the L Hubbard Talks about... high doses niacin + exercise + 4hours sauna every day... http://www.vitalitymagazine.com/node/236
anyhow, DMSA + ALA is more convenient which is why i do them. if somehow i was in the appropriate environment to do a safe sauna every day, and enjoy it, id take this over DMSA...