Will be in Budapest late May. Which would you recommend Gellert or Kiraly? Are bathing caps required for men? Rent or bring own cap? From your experience, which services are worth the experience, Pool? Thermal Pool? Bath? Steam Bath? Are flip flops a necessity?
I will probably think of other questions as soon as I post this. Suffice to say,
Any information on the bathing experience would be appreciated.

Is there a reason you haven't considered Széchenyi Bath? We chose that one because it was less touristy than Gellert. Still lots of tourists, but lots of locals too. Just fantastic architecture.

At least at this bath, caps were not required except in the center swimming pool. One other outside pool was warm, and had a fun whirlpool in the center. The other was hot, and had chess games in progress. All bath/steam rooms/pools were available to you once you entered. There were many smaller pools/saunas inside. Didn't have the massage, so I can't advise on it.

Flip-flops are handy. As are towels! I couldn't believe the walk to "rent" a towel, or the amount of cash they wanted for a deposit.

Just accept you won't know what you're doing when you get there. The workers are used to tourists and will guide you along. You can relax once you're in the pool!

Google the name of this bath. There's a fantastic page on virtualtourist.com with accurate, detailed descriptions, photos and reviews.

The two you mention are vastly different from one another. Gellert is much more grand and connected to the hotel with both indoor and outdoor pools. Kiraly is smaller and quite rough around the edges, but certainly has its own charm. I don't recall bathing caps for men. Both will offer services such as massage, bathing areas of varying temperatures. I agree with the post above on the Szechenyi. It is fantastic and I think better than the other two. The outdoor pools are fantastic and it feels like stepping back in time with the statues and architecture.
One tip for Gellert and Szecheni and maybe others is that you pay for the day. You get a reciept when you enter and provide it to the attendant when you leave. If you do not stay the whole day, you may be entitled to a refund for the time not used. It is also customary to leave a small tip for the changing room attendant. Some places have bathing/changing areas for men and women (Gellert and Szecheni) while the Kiraly alternates days for men or women. In some places you must wear a bathing suit, and in some cases, there are these bathing aprons to cover yourself.
In any case, it is a terrific experience and there will undoubtedly be other people wandering around looking confused.

Thanks for the info. Did a search on the Szechenyi Baths and all the pictures show these fantastic outdoor pools but no mention is made of the ones inside. Since we will be there in late May (Probably too cold for outdoor pools) we thought the Gellert would provide the better visual experience. The pictures of the Gellert show mostly indoor pools. So..... Does this reasoning make sense?

Terkar... Szechenyi has about 5 indoor pools. Sauna, and steam rooms. (Ahhhh) Of the outdoor pools I believe only 1 is NOT heated. The others are. One is actually like a whirl-pool. In meaning, that it jets actaully push you around the pool. One is for swimming laps (not heated) and the main one, is the one where you see all the old men playing chess, scary part... they ARE wearing speedos.

I would NOT go with a massage. They are geared more toward therapeutic than relaxation. Not real private either. Bathing caps, depends...be on the safe side, just bring your own. Flip-flops are a definite YES.

Szechenyi is all co-ed bathing. As for Gellert, they are separated for the steam/sauna and also some of the bathing. I can't remember Kiraly all that well, but if it is one the I think, it is just so-so.

I think you would have the most memorable experience at Szechenyi. It was my favorite while I lived there, and went 1-2 times a week. I am jealous. Enjoy.