If your definition of roughing it includes a MacGyver'd together hot tub, you'll definitely want to check out this guide to building a wood-heated hot tub for your next backwoods trek.
Instructables user player2756 takes hot tubbing while camping seriously. He's shared a guide to building a wood-heated hot tub that puts hot tubbing on the list of potential camping activities for anyone willing to invest some energy in building a temporary tub.
His guide details how to build a tub using copper piping, a cheap pond pump to circulate the water, a tarp to hold the water, and a fire to heat the water. His particular build was partially above ground and framed with log-cabin style timber they found at the camp site but many of the comments on his tutorial highlight the benefit of putting the whole thing in-ground. Check out the full tutorial at the link below and make sure to check the comments, you'll be amazed at how innovative campground hot tub lovers can be when it comes to setting up remote hot tubs.
Camping Hot Tub [Instructables via Make]