Through the long, sparkling Baltic winter, the tourists disappear from Tallinn — perhaps put off by the prospect of spending the weekend shivering through their very own Doctor Zhivago remake.

Don’t make the same mistake: this city is altogether more romantic and exhilarating out of season. And its Hanseatic heritage, gem-like Old Town, low prices for food and drink and gregarious social scene are available whatever the weather.

Tallinn’s inhabitants have spent a millennium learning to love a cold climate, and they stave off the chill with roaring cellar fires, rib-sticking peasant stews and socks as thick as the city’s ramparts. The russet towers take on a deliciously menacing air, more Brothers Grimm than Uncle Walt, especially when splashed with snow. Adventurous types can try kiteboarding on ice, while cultural types can hear world-class concerts — a long-standing Estonian tradition — for just a fiver.

Throw in rock-bottom hotel rates and new no-frills flights, and you can have twice as much fun as the summer crowd, for half as much cash.

Spring in your step: you can spend hours lingering in the maze of Old Town streets, admiring pastel-washed merchants’ houses and stiletto-thin gothic spires, then thawing out in one of countless cosy cafes. Even though spring is just around the corner, your chances of snow are high: start your stroll with the classic Sleeping Beauty view from the Kohtu and Patkuli viewing platforms on lofty Toompea — towers wreathed in forest, sea stretching beyond. Get there via Pikk jalg, past the Wall of Hate that divided aristos from commoners, and stop at the cathedral, Toomkirik, for a peep at its thrillingly austere interior.

Hurry on past the overblown Orthodox Nevsky Cathedral to the Danish King’s Garden, then stumble down super-steep Luhike jalg towards Niguliste church, now a museum of medieval art. To the east lies St Catherine’s Passage, an impossibly pretty alley lined with handicraft workshops, and the Hellemann tower, starting point for a rampart ramble. Vene Street leads to the City Museum (00 372-644 6553; £1.10), probing Tallinn’s Hanseatic heyday and its merry interwar years as an independent republic.

Once night falls, the only place to be is Raekoja Plats, where the clean lines of the gothic town hall are softened by lamplight to magical effect.

Phantom menace: like any medieval city, Tallinn has its share of spectres, but its most chilling spooks are of the cloak-and-dagger variety. In its brief spell of independence, proximity to Russia made it eastern Europe’s espionage capital; later, Soviet occupation saw the KGB impose a reign of terror. And today? Well, I could tell you some tales, but then I’d have to kill you ...

The horrors that the Soviet and Nazi regimes brought to the Estonians remain only too evident. The Occupations Museum (Toompea 8; 668 0250; 50p) sets the tone in its entrance hall, where battered suitcases recall the flight, death and exile of thousands. A stroll along Pikk is equally sobering: St Canute’s Guildhouse (No 20) was a Soviet phone-tapping centre; while Oleviste’s spire was used as a radio transmitter. Most haunting is the Interior Ministry Building (59), used by the KGB for torture and executions; you can still see the bricked-up windows that stifled the victims’ screams.

Super tsar: among the woods of Kadriorg, Peter the Great erected a baroque summer palace, now home to the Foreign Art Museum (Weizenbergi 28; 606 6400; £2) and strong on Dutch and Flemish old masters and Russian portraiture. More compelling, though, is the palace itself, with its tiled stoves and ornate ceilings, and the surrounding parkland, its linden groves studded with ornate wooden houses and art-deco villas.

Thrills and chills: you’d think a frozen sea would obstruct windsurfing. You’d be wrong. In the late 1970s, an Estonian mechanic attached skis to his windsurfer, reaching speeds of 40mph, and ice and snow sailing was born. Today it’s a globally popular extreme sport, and the local base is Lake Harku, east of town, where enthusiasts will happily share tips and equipment; for more information, visit www.kite.ee.

There are gentler ways to enjoy the Estonian freeze. At Snelli Pond, in the shadow of the medieval ramparts, children — and uninhibited adults — can hurtle at alarming speed down giant ice sculptures (they’re not big on Health & Safety here). Or you can head for the Song Festival Grounds, in Kadriorg, and ponder the courage of the 300,000 who voiced their discontent at Soviet occupation in 1988 — then fling yourself down the slope on a flimsy bit of plastic (for winter sports, call 611 2102).

After dark: pre-war Tallinn was a city that never slept, and today’s Tallinners seem hell-bent on regaining that reputation. Can you think of another city where the official tourist pass includes admission to a nightclub? The Tallinn Card (available from the tourist office, see below) takes you to the cheesy Hollywood (Vana-Posti 8; 627 4770), full of cheerful enthusiasm and irresistibly pompous Stalinist architecture. If you prefer Brazilian drum’n’bass to Blondie hits, head for Club Privé (Harju 6; £7), or BonBon (Mere puiestee 6e, from £4).

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