Last month we visited Emser Thermae, in Bad Ems. A nice sized thermal bath and sauna, and Bad Ems is a pleasant town in itself, just outside Koblenz.
We also made it to the Obermain Therme, in Bad Staffelstein, outside of Bamberg. They have salt water baths, and the sauna complex is huge, maybe 10 saunas, an outdoor pond for swimming, and more.
In the past, I have also been to the sauna in Tegernsee, outside of Munich, monte Mare Seesauna, it is specifically a suana complex, but on the shore of the lake with great views and a nice array of facilities, great if you fancy skinny dipping in the lake.
Of course Baden-Baden has a couple baths, and as others said, if you look, you are not too far from a bath.
As for kids and waterslides, there are more family centric water parks you want to avoid, but in most places advertised as a therme, during the school week, there rarely would be kids there. Avoid holidays, not only for kids, but crowds.