There's a funny little poll to your right. In the context of defining who Estonians are, I have heard them compared to all of the categories.
Finns and Finland comes most readily to some minds. Despite the historical differences, the cultural ones are quite deep, suffice to say that when people ask me what some of the first words I learned in Estonian were, I must confess that they were actually in Finnish, like minä olen mies. You would think that the Internet sauna was an Estonian invention, but, sigh, it's not.
The German connection is also real. As Kalev Kesküla pointed out in a recent Eesti Ekspress article, in Finland, politicians condemn alcohol as a wicked vice; in Estonia, they put on their korporatsioon hats and drink beer with the students. Could Estonians be more sakslased than soomlased?
Some, though, like to stick the Estonians together with their Baltic neighbors, the Latvians. In their view, the Latvians and Estonians are pagan peoples who only like to sing and roast sausages yet frequently get screwed over by larger neighbors. As one Estonian confided in me, "whatever happens to them, will happen to us."
Estonian identity appears on its face to be built in response to Russian identity. "Whatever they are, we are not,“ think nationalistic Estonians. But if that were the case, then why did/do Russians love Georg Ots and Anne Veski so much? And how come so many Estonians just magically manage to switch to Russian when need be? Questions, questions.
Finally, Swedes. Estonians themselves have only produced a few films, including Noor Pensionär, Nukitsamees, Viimne Reliikvia, Jan Uuspõld Läheb Tartusse, and ...Did I mention Nukitsamees? But, if you really want to understand the Estonian psyche, I suggest you simply borrow the works of Ingmar Bergman. Try The Virgin Spring or The Seventh Seal for starters. Rape, murder, death, doom, and … some humor. It’s all in there.