Yes, for those budget conscious visitors, these club houses, sauna centers would offer the most economical accommodation you can find during Canton Fair. The entrance ticket ranges from US$10-20, which would include all the service include sauna, steam bath, and dinner buffet, table tennis, internet, etc., with no extra charges and you can stay there for 24 hours. That means you can stay there overnight, no need to rent a room in hotel.
Of course, we have to admit that there are shortcomings of staying in this kind of club houses. The most basic one is: there is lack of privacy. Other than certain number of club house have dedicated sleeping room, for many of them, you need to sleep in a open space, on a long sofa, which of course, is not as comfortable as a hotel.
You can check the linkage for detail information, and you also can find some sauna centers from it.
http://www.ecomeego.com/Accommodation/Economical%20Way%20of%20Living%20during%20Canton%20Fair.html