Yes, I usually go to 18 Sauna also - one of my favourite places in the world! The main difference between KTV and Sauna though is that at KTV you can sit and chat with the girl for a while so you can see how her personality is. It helps you get a bit more of the "GFE" (you will know if she will french you at least) - at 18 service is usually good but not much time for talking as you only get an hour or so. As of January the pool at 18 is still under renovation - so the lineup happens in the resting area. Good for lazy people I guess.
Oh and a mini-FR on something different from both sauna and KTV in Macau:
Fortuna Dance club - at the Fortuna Hotel Casino 5th floor, opposite the sauna (which is not bad itself). This is a western style strip club/sex show place. Pay 400 HKD for cover, you get one cocktail drink included. At 9:30pm, 11:30pm and 1:30am there is a live sex show. Inbetween there are Russian girls doing strip tease dance. They come around after dance and a tip of 10 to 20 HKD is expected but not really mandatory. If you like a gal, it is possible to take them to a hotel room for 2390 HKD (damn expensive!), Room included, 1 hour. There were about 8 Russians there on a Friday - some cute, some a bit too fat for me, but overall not as pretty as the top dancers at US strip clubs like Spearmint Rhino/Scores - if so I'd probably be broke.
Interesting to try though and decent entertainment. If you are into blondes, I saw more of them here than at 18. Also you can see how their strip dancing skills are and how skilled they might be in the room beforehand