I'd suggest either Harrogate or York - both nearby-ish, and good size for only a one or two night stay. Harrogate has a lovely historic Turkish Baths & Spa (and great atmospheric old Victorian spa town is Harrogate):
http://www.harrogate.gov.uk/harrogate-1100(Be sure to check the times when planning a visit to the baths, as there are specific time slots for women-only, men-only, or coed. For a women-only session, you can go European, au naturel, if you want - but you don't have to.)
York has this place, which a friend of mine recommended:
http://www.middlethorpe.com/Nearer still to you, I wonder if this place is any good?
http://www.seaham-hall.co.uk/