Just 12 miles north of Wells and a little over a two hour drive south of Twin Falls is a place called 12 Mile Hot Springs, also known as Bishop Hot Springs. It has to be one of the coolest, man-made, hot springs I have seen in a while. It definitely looks worth the drive.
Goldbug Hot Springs is near Salmon Idaho and in order to get there it is a slightly difficult hike but man does it look totally worth it. If you are able to find the hot spring you will definitely want to take a dip.
Some of the springs found in the Wood River Valley don't offer any sort of nearby facilities, and can only be safely accessed at certain times of the year. It's just you, and your natural surroundings.