Winter may be creeping up on Turku, but Finland's former capital doesn't do seasonal gloom. Long nights just focus one of northern Europe's secret beauties on cosy daytime hangouts and heat-generating nightlife, while the city gets ready to step into the cultural spotlight as European Capital of Culture in 2011.

The Capital of Culture opening weekend kicks off on 14 January, with concerts along the river Aura, dockyard art installations and extravagant firework displays. The festivities will also celebrate Turku's dark side – watch out for the "live music and images of death" concert series, and the "death and its many faces" exhibitions.

The Capital of Culture hub will be Logomo (logomo.fi), a cavernous former engineering workshop in the heart of the old industrial and shipbuilding area. The huge brick building will host the major concerts and five year-long exhibitions. In the long term, the city hopes that this redevelopment project will continue to be an arts hub well after the Capital of Culture spotlight has dimmed.

Stretched along the banks of the Aura, where it flows into the skerry-strewn Gulf of Bothnia in south-west Finland, Turku combines a reputation for cutting-edge creativity with the historic pride of an important medieval city. It was only Russia's seizure of the country from Sweden in the early 1800s that saw the capital moved to Helsinki, closer to the Russian border – a bit of geopolitics Turku locals still gently mock by pointing out that Helsinki at the time was "just a fishermen's village with six huts".

Bright sunshine draws me out of my bed at the Park Hotel, a quirky house built in 1902, whose most notable past resident was design legend Alvar Aalto (he lived here in the late 1920s), and whose most notable current resident is an enormous parrot in the lobby.

I head for the Turku Art Museum (turuntaidemuseo.fi) on its parkland hilltop to take in classic Nordic landscapes, before walking back into town. Vanha Suurtori (Old Great Square) provides a grand starting point for a waterside stroll, its 13th-century red-brick cathedral – the national shrine – set opposite the former town hall, whose ochre facade now encloses arty shops and the laid-back Book Café (Vanha Suurtori 3). Here, too, from late November, is Finland's oldest Christmas market.

In summer, the river Aura is a hub of hedonism, with myriad floating bars and restaurants, but in winter only a couple keep the flame burning. One of them is Svarte Rudolf, where hearty Finnish fare of peppery pork and fried herring provide a warming winter lunch. Along the riverbank, a few surviving clapboard buildings provide a pared-back contrast to the ornate 19th-century piles built in the aftermath of the fire that destroyed much of the old city in 1827. One now holds the Aboa Vetus/Ars Nova (aboavetusarsnova.fi) "double museum", where evocative ruins from medieval Turku below underpin bold contemporary art above.

Further along, a trio of historic three-masted ships mark the Forum Marinum maritime museum, though I don't linger as my focus is Turku Castle (nba.fi/en/turku_castle) just beyond. This pale-stone 13th-century edifice once housed the likes of "mad artist king" Erik XIV, but now its maze of rooms atmospherically chronicles Turku's history from medieval times.

I fast-forward 700 years to St Henry's Ecumenical Art Chapel, built in 2005 on Hirvensalo island, just outside Turku. St Henry's is one of the most lauded pieces of modern architecture in Scandinavia, with a copper roof that looks like an upturned boat on a hillock of pines.

Hirvensalo is one of thousands of islands in the Turku archipelago: scattered across the Baltic Sea, it is one of Finland's most stunning areas. Many islands are laced with biking trails and come into their own in summer. Ruissalo (population: 126) hosts the Ruisrock music festival every summer (ruisrock.fi, 8-10 July 2011). Ozzy Osbourne and Slash played last year.

Back on the mainland, lunch at Harald (Aurakatu 3, ravintolaharald.fi) is more traditional – it's a Viking-themed restaurant that gets away with endearingly kitsch decor thanks to the breadth of its traditional Finnish menu – reindeer and bear, multiple ways with herring (try the delicious tar-infused version). For contrast, Restaurant Mami (Linnankatu 3, mami.fi) showcases regional food – roasted celery soup with smoked reindeer, duck with chanterelles and apples – in the sort of chic surroundings fitting a place voted Finland's best city restaurant.

While the food offers pleasing unfamiliarity, Turku's shops provide familiar retail temptations for lovers of Nordic design, with the likes of Marimekko, Artek and local Turku creatives available in the streets off the central Market Square. But I'm happier rooting round for retro shops, striking gold along Maariankatu.

Quirky bar conversions are another Turku speciality. I wander happily through the own-brew beer list and distinctive rooms at the former school reborn as Koulu (Eerikinkatu 18, panimoravintolakoulu.fi), check out liquid assets at the self-explanatory Old Bank (Aurakatu 3, oldbank.fi), and top myself up at the one-time public loo which now houses Puutorin Vessa (Puutori, puutorinvessa.fi).

Turku's music scene offers DJ bars scattered round the centre for you to down drinks early evening and throw shapes early morning. One favourite is Blanko (Aurakatu 1, blanko.net), where I meet up with Finland's leading electronic music guru, Jori Hulkkonen. Though he's worked with top names worldwide, Jori is happy based in Turku. "It's really easy to try things out here because the people who own the bars and clubs are so open-minded," he says, before whisking me off for a nightlife tour.

Our first stop, Dynamo (Linnankatu 7, dynamoklubi.com), bang opposite Turku's gorgeous modernist library, oozes a shabby Shoreditch vibe, and I down strange Finnish shorts (Jagermeister with liquorice vodka anyone?) amid a friendly throng. A few minutes' walk away, Bar Kuka (Linnankatu 17, barkuka.fi) offers Mod-influenced decor (the owner loves The Who) with a strange mix from folk to electro, while round the corner Monk (Humalistonkatu 3, monk.fi) pulls in jazz hipsters. I end the night at Cup & Pint (Humalistonkatu 17) opposite the train station, a stylish modern bar.

Turku is hoping to attract two million visitors next year. But if you want to get in before the arty influx, there's plenty here already, in a small town with a big soul.

• Finnair (0870 241 4411, finnair.com) flies from Heathrow and Manchester to Turku via Helsinki, from £184 return. EasyJet (easyjet.com) flies from Gatwick and Manchester to Helsinki from £64 return. The train from Helsinki to Turku (vr.fi) takes two hours and costs from €58 return. Park Hotel (+358 2 273 2555, parkhotelturku.fi) has doubles from €130 B&B. For further information see turku2011.fi, turkutouring.com, and saaristo.org