Are you talking about a Hot Tub or a Spa? What do you see the difference is (if you're really talking about a Spa?) They're really not that much different, and if I was you which I'm not, but if I was, I'd put it outside and be done w/it. You can always get privacy screens. Besides, I really think you'd enjoy it outside in Winter! It's kind of one way to 'entertain yourselves' if you don't normally like Winter. You know, some folks like to ski - You like 'to spa'.
Power vents will only create negative pressure unless you 'feed' this 'stand-alone room' with outside air. Next thing you know, you'll be asking us why the house is cold when you're in the spa! Yes, it will cost more to keep the spa outside but, again, if you can't afford the operating costs, don't get one.