Well, I am grateful to all of you for the help - thank you!
I may hold off on the baths as this is a solo trip and it seems to be more of a social setting. We'll see.
Budapest is definitely getting short changed on this trip - landing at 4:20pm Friday and depart the next day by train - either 11:40 or 1:40 to Bratislava. I know I'll be back to Budapest on an upcoming trip so want to just learn the logistical basics this time. Was thinking Friday evening at the baths. Up early to the market when it opens and over to Matthias Church before stopping in at a grocery store for the paprika and some souvenir meat at a normal price. The kind that can legitimately travel home, of course. It'll be late August and I'll be at the InterContinental which seems well placed as a location.
If the baths aren't a natural fit for a solo traveler - do any of you have suggestions for a Friday evening activity? River tour, maybe? I have no concerns about being out and about at night, Budapest feels safe in how people experience it and I'm a solo traveler who sticks to the lit areas far away from the dark alleys. :)