So we're walking all over looking for what the tour books all say is a major attraction of historical Thessaloniki. But we can't find it anywhere. Well, after stopping to check a map a couple times, we finally stumbled on it. It is basically hidden in the midst of a bunch of modern houses and apartment complexes. You could be standing 20 feet from it and not see it. Of course, it was about 5 PM when we arrived, so it was closed (to open again from 6-8 PM, or so the travel books said). So anyway, we figured we should get a couple pictures from the gates. ( ;
Now at least we know where it is for the next time we come! And the lesson from all this is: Don't trust Greek road signs! There's one in downtown Thessaloniki with just a right arrow that says "Baths of Thermi." It's right next to other signs for nearby attractions, so we asked around about the Baths of Thermi. It turns out they're 40 miles away!