Tallin was ace when me and the lads went. We had a two storey apartment each for 3 nights and flights for £98
We went end of Jan/beginning of Feb and be warned it's cold. On landing the pilot said it was -14C daytime and then dropped to -28C that night with a snow storm when we were out.
The bars are all silly warm with big open fires etc.
We thought we went prepared - hats, gloves, sturdy shoes/boots, thick socks, big thick coats but the one area that gets you are your thighs through jeans/normal trousers. Even with a 5 minute walk between bars you couldn't feel your thighs anymore!
Girls are drop dead gorgeous. There are lap dancing bars and some good nightclubs.
Shopping for Russian war items is amazing especially with what you can buy for peanuts eg Russian paratrooper combat stuff.
And yes, the Russian Mafia do exist so be a little bit careful about being taken to clubs down quiet back streets. We met a couple of lads who did this who had to hand over all their money before they were allowed to leave. One of them stupidly threw a bottle through the window and then a mass chase started with 14 big burly Russians chasing them down the streets.
Like all capital cities, it's no more dangerous than anywhere else, you just have to use common sense.