You don't say what part of England. There is a Naturist spa in Erdington, Birmingham, called Clover Spa (see link), that has recently opened and is drawing very positive reviews. There is also the Relaxation Centre in Clifton, Bristol (also linked below) who run clothing optional sessions.
There are others around the country, but I feel I should sound a word of warning; some are thinly disguised swingers clubs. Fine if that's what you want, but from the tone of your question I suspect it is not.
Most Naturist swimming clubs, of which there are many around the country meeting weekly or monthly, use facilities that include saunas, steam rooms and Jacuzzis. These will be cheaper than a dedicated spa, but have less facilities and no possibility of a massage, of course.
I think the best I can offer is to suggest you contact me or someone from British Naturism directly and we can advise you of your nearest Naturist spa when we know what part of the country you are in. Go to BN's contact page (linked below) and either choose the regional rep for your area or myself (Brian Taylor - Public Relations Officer) to contact by email.