On arrival in Klaipeda (the largest city in Western Lithuania), I had some issues with the luggage lockers at the station which at that time still required the use of Kopeks which weren't in use but could be bought from an old lady standing at a window. I imagine this is now a thing of the past but haven't been to the train station recently, Klaipeda is a sea-side city with a port atmosphere, boats go to Germany from here and more importantly to the Curonian spit.
As nice as Klaipeda is, there isn't a great amount of things of real interest there. Palanga the noisy northern neigbour is the place where many a Lithuanian, Russian and Scandanavian head to party and meet girls. A Baltic Ibiza so to speak, Nida however is quite the opposite. Isolated on the spit of land that joins Kaliningrad, only reachable by boat this gem of a place is the only place in Europe you will find a Wadi. When you cross the lagoon, you may drive along the forest laden piece of land for the best part of 50km's until a few kilometers from the border with Russia, you arrive at the town of Nida. The wadi, lagoon and pine forests give an amazing feeling, this is best visited out of the summer months when you will bump into German and Lithuanian tourists.
Klaipeda itself does still have some things to offer, the old buildings in the centre are nice albeit not outstanding and the remains of the Memelburg castle also attract visitors. For the geordies amongst you, it's twinned with North Tyneside!