When I visited Budapest for the first time I was surprised too. I love Prague and I didn't think that Budapest could be so good. The architecture is amazing, food delicious and all those old buildings turned into something amazing are incredible. I've never heard about the thermal baths though. I will be spending 2 days in Budapest before Christmas and will check it out.
Thank you for sharing your impressions from Budapest. I'm glad that you enjoyed Europe :)
Have a great weekend!
RE: Budapest, Hungary