Ok, I appreciate the warning. (But I think you should be a bit more considerate about Ukrainians - can't all be Nazis even if there has been legitimate incidents on that border)
If I was going to take the land route (and I love travelling by train) then Ukraine would be easier. To have a really cool holiday I could, for example, arrive via Ukraine and then continue into Russia via the ferry route that you mention, and just do a kind of "loop".
What was that you said about Pridnestrovie / Transnistria?
Has Ukraine changed its stance against this "country" now? (I like that place - I think it's very cool and the people were super-nice.)
When I was travelling there, there was no major problem (however, I missed one of the stamps I needed in my passport; either exit from Moldova or entry into Ukraine). The Belarus border police was none too happy about it.
Odessa and Transnistria had quite a close relationship from what my taxi drive told me. He said lots of people travel back and forth between there all the time - so from the point of view of regular people that would be very sad.