Helsinki is a lovely city for wandering around in and I'd certainly take a guided tour.
The Russian orthodox church is well worth a visit. This is also an interesting experience: http://en.wikipedia.org/wiki/Yrj%C3%..._Swimming_Hall

Hotel wise.. I'd say look at either Sokos or Scandic. Both very typical Scandinavian chains. Little in the way of frills and bathrooms can appear really basic but everything you need is there and they're clean.

Tallin... another town just to wander around the old city and explore. Very friendly prices compared to Helsinki.