It's pretty trendy to consider the body to be in need of detoxification, but if the body was accumulating toxins the way proponents want you to believe it does, you'd be really, really sick.
Sweating, colon cleansing, etc - they have no health benefits that I am aware of, and could be dangerous for people prone to electrolyte imbalances and dehydration.
Sweat causes you to lose water and electrolytes, so if you enjoy saunas, sweat lodges, etc and are healthy to begin with, go ahead, but drink gatorade to replace what you are losing.