Here you can find all the legal information you need about entering Finland:

http://www.formin.fi/public/?contenti...

You can enter Finland either by air, sea or land. Helsinki International airport is growing fast and developing to an important hub between Europe and Far East, as this is the fastest route to take for example to China and Japan. The size is still very comfortable, which means that for example baggage does not usually take long to arrive and the walking distances are ok. There are regular buses going several times per hour from the airport to the city center (about 20 km), and the taxis work well. The price scale to center is between 20€ and 30 €, depending on the traffic and the time of day. There is no train or metro to the center.

There are also other international airports but the traffic is not even close to Helsinki, except maybe for the airports in Lapland during high season in winter.

If you are coming from Sweden or Estonia, or why not from St Petersburg in Russia, one alternative is to take the boat. The ferries from Stockholm to Turku and Helsinki are fabulous, especially if this is your first time on a big cruiser. It takes around 15 hours (evening-morning) to Helsinki, and around 11 hrs to Turku. You'll find numerous restaurants, cafes and nightclubs, as well as spa, hairdresser, playground etc on the ship. The two biggest companies are Silja Line and Viking Line, Silja having a newer fleet. The boats between Finland and Estonia are not as luxurious, but you can choose between 15-20 daily routes between Helsinki and Tallinn.

Coming from Moscow or St Petersburg a train is a very good alternative. As the Finnish railroads were built during the Russian Empire reign, the rail width is the same as in Russia (for example, it is not the same as in Sweden). The night trains are rather cosy and the border crossing goes ok, even though there may be problems with the Russian customs if they are being bored or have a bad day.

Come by car from Sweden or Norway up in Lapland! The roads are in good shape and you won't even notice the border unless you look for it. Just beware of the numerous reindeer lying on the paved roads, they like to gather on the roads and it may take several hours until they decide to move somewhere else.