I've recently been experimenting with hard, cheddared cheeses ripened at ambient temps. As humidity is relatively high here, the cheese ripened in an outside cupboard over c. 3 months. It didn't have the same depth of flavour as a year old cheddar, but was sharp and nutty - quite a thick rind, though. Quick-aging hards such as Lancashire or Caerphilly might be OK, too.
Fresh and runny cheeses do need cool conditions - always. Long aging grana cheeses like parmesan will also need cool conditions, otherwise all you'll have is rind and/or cracking. Blues, blooms and soft rind-washed cheeses will need the same.
So, on the whole, unless you're experimenting, cool caves where you can control temp./humidity are necessary. A sauna is definitely out; who knows what bugs are in the walls.