If you are still looking for a winter wonderland, look no more, Helsinki is the place you want to land in. It is at crossroads between Stockholm in Sweden, St. Petersburg in Russia and Tallinn in Estonia and has very close historical ties to all three cities. The architecture of the city can easily show off some of the historical foot prints.
The most prominent from the Russian influence would be the Uspenski Orthodox Cathedral and the Suomenlinna sea fortress from the Swedish times. Viapori, Sveaborg or simply Suomenlinna is an inhabited sea fortress built on six islands. It was commissioned as the largest sea fortress by the Swedes in the face of Russian expansionism. The fortress however surrendered to the Russians in 1808. Russian naval guns can still be seen on the island.
The Finns are renowned for their original design aesthetic, a mix of Scandinavian minimalism and wild, quirky, Moomin-ish colours, textures and patterns. Given that, it is no surprise that Helsinki is the 2012 World Design Capital.