Anything to see in Kharkov?
I would like to see the cathedrals and parks, but could anybody recommend a nice restaurant, bar, cafe or spa?

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I don't really like the city itself. I would recommend you to take a tour to Svyatogorsk Monastary or Soledar salt mine. You can travel with these guys - studyrussian.com.ua

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Here are the tourist attractions
http://www.tripadvisor.com.au/Attractions-g295369-Activities-Kharkiv_Kharkiv_Oblast.html