When I visited two years ago I found the place rather depressing in that the wealth didn't seem to trickle down and the contrast between rich and poor seemed to be enormous. Beyond the wondrous metro system there were women looking poor as church mice transporting their wares in beaten up old prams. Arriving overland into Georgia the situation seemed less extreme. Just my experience.
It's ironic that someone one here stated that Azerbaijan is fairly accessible as, if I remember rightly, most of its border is closed due to disputes with Armenia and Iran.
Oh, and not many cartographers consider Azerbaijan to be in Europe.