I have literally just come back from the Lido, it's Sunday afternoon and it was surprisingly not busy. The outdoor pool water is absolutely FREEZING so only the brave did dare going for a few laps (I managed 20).
I bought access to the Lido and the sauna and at £9.80 is not cheap for a council-run facility. The sauna and steam room are lukewarm so I do not recommend using them, I was much hotter back home in Italy sitting in the garden...
Having said that, swimming outdoors on a pleasantly warm late September afternoon was surprisingly invigorating and you do feel your muscles working and your blood pumping.
1. this is not a luxury environment and many lockers have been vandalised, you will spend a bit of time looking for a locker that works
2. outdoors showers are much better than the indoor showers
3. avoid the sauna but if you must check it out remember that you will need to go back to the main reception area from the Lido - I had to be accompanied by one of the lifeguards as there was no one in reception to let me in
4. some of the hairdryers have been broken but there was no sign saying that they were. Bring your own if you can.