Sex clubs offer a wide range of sexual activities. They generally have playrooms with equipment like slings, as well as public sex areas and theme events like leather nights. They may attract a crowd looking for more adventurous sex than they would get at a sauna or backroom.
The main features at a sauna are the 'wet areas' such as the sauna, steam room and spa. At a sauna guys wear towels rather than clothes. You will also get most of the things that a sex club has - like a douche room, darkroom, slingroom, private rooms or playrooms - but they may not be as well equipped as you'll find at a sex club. There are lots of cubicles with vinyl mattresses, as well as extra facilities like showers, rest areas and snack food.
All backrooms are attached to adult bookshops (but not all bookshops have backrooms).
Backrooms tend to have fewer facilities than sex clubs or saunas and do not have lounge areas where you can sit and take a break from cruising. This means that guys tend to use backrooms for quicker sex. Backrooms often have a lunch time and after work rush.