Throwing water on the hot rocks to generate some steam in the hot room is great. You mix a little bit of spearmint or something in to the water, throw a ladle full of water on to the rocks and hear it sizzle like a skillet. You get back on the bench and wait for that hot steam wave to heat you in the face and hang around for about a minute. However, when you use water from the tap, the chlorine, and whatever else the city puts in the water comes along for the ride. When that wave of humidity comes around-- you know something isn't right. You can smell the odd odor coming from the evaporated water.
To solve that-- I tried using filtered water from the store. For a couple of dollars, you get great steam that smells like the scent of spearmint that you added to it, rather than something else. It's also easier on the lungs.