The gigantic Baltic ferries cruise right into the city, passing the Swedish-built fortress of Suomenlinna on the headland and coming to rest beside the elegant neo-classical waterfront. This part of town was designed by Carl Engel at the beginning of the 19th century; at its heart lies Senate Square where the imposing green and white Lutheran Cathedral (Tuomiokirkko) stands proud beside the university and the Government Palace. Equally dramatic is the brooding Byzantine-Russian style Uspenski Orthodox Cathedral (Kanavakatu 1, 634267) in the neighbouring Katajanokka district.

Helsinki spreads westwards along the boutique-fringed avenues of Pohjoisesplanadi and Eteläesplanadi – collectively known as Esplanadi – and north along Mannerheimintie towards the main cultural centre around the stunning art nouveau train station, which looks like something out of Lord of the Rings. This is where Helsinki’s commitment to design shines through. Iconic buildings like the new Opera House (Helsinginkatu 58, www.ooppera.fi, 4030 2211, closed Sun) and the Kiasma Museum of Contemporary Art (Mannerheiminaukio 2, 1733 6501, www.kiasma.fi, closed Mon) are located here. The Finnish architect Alvar Aalto designed much of Helsinki’s 20th-century cityscape, and his striking, modernist Finlandia Hall (Mannerheimintie 13E, 40 241, www.finlandia.hel.fi) stands beside Töölönlahti Lake, clad in glittering white marble.

The sauna is an essential part of Finnish life. The best place to test the experience is Yrjonkadun Uimahalli (Yrjonkatu 21b, 3108 7401), a beautiful art deco swimming hall and home to the best sauna and swimming experience in all of Finland. There are separate times for men and women, and swimming costumes are not allowed.

• Tourist information: Pohjoisesplanadi 19 (169 3757, www.hel.fi/tourism).