The Baltic Room is a beautiful club, and great for a swanky night out on the town. That said, be prepared to pay a cover higher than that of anywhere else in this immediate area. The ambiance is great, dark but warm, there is a fireplace and couches on the upper level, and the "stars" on the ceiling are a nice touch.
My recommendation is to get there early to enjoy the snacks, but don’t settle in… bouncers often collect ID’s at the door if you arrive before the cover is being charged (usually 10PM.) Then, if you don’t leave before the cover has gone into effect they will find you and ask you to either pay up or get out. If you manage to get out without paying, you may have given up your identity. The bouncers can be quite rude about this, I was with a party of fifteen people on a Friday, all were buying drinks and food. When the bouncers came around to collect the cover after we’d been there for four hours we decided it was too steep and wanted to leave. In the time between when we told the waitress we wanted the check and her bringing it, the bouncer forcibly ejected two members of our party and yelled at the rest of us. Complaints to the management about this policy have garnered nothing but a response along the lines of "If you don’t want to pay the cover, plenty of others will; we don’t need your business."