Has anyone visited any thermal baths just for the day???
How much do they cost?
I've been to one in Abano Terme. I've gone once overnight and once for a day package. I know that you can pay to just use the pools, or you can buy a package with a mud bath and massage and what not. I paid 120 euro (or so) for all day, use of sauna, pool, a massage, facial and lunch. It was a lot of fun.
You can try emailing the hotels directly and see what they offer or what thier rates are for one day.
You didn't mention where in Italy you are going to be! I am currently researching for my trip this summer to Italy including the island of Ischia. Apparently it's famous for it's thermal baths, spas, etc. Seems to be about an hour ferry ride off the coast of Naples. From what I can tell, the two main ones on the island are Negombo and Poseidon. You may want to check it out.