There's a pretty little harbour area - you can get the boat accross to Suomenlinna(sp?) fortress which is quite nice to walk around - there are a few pleasant buildings but on the whole it's not struck me as too spectacular a city from a sightseeing perspective ... for example Stockholm is far more impressive from that point of view.
On the whole Helsinki is a fairly modern city, it wouldn't have the same history as some other more "spectacular" cities in the region.
Having said all that though it is not an unpleasant place to spend a weekend - wrap up fairly warm though - also there won't be too much daylight in late october. From a price point of view it's certainly no worse than Dublin - Drink might be a little more expensive but other things are cheaper.
If you're there for a couple of nights consider spending one or two accross in Tallinn - it's very easily accessible from Heslinki and well worth visiting (and it's a lot cheaper too)