I can't help with Finland but there are some lovely trails in Sweden. I moved here from UK 13 years ago and have done sections of quite a few.
This one is well known internationally -
http://www.vimeo.com/28984128
If I can help with other information mails me on cwmhaffes at gmail.com

I haven't done any long distance paths in Finland but have done a fair bit of walking in the Koli and Hossa National Parks (both in the mid to north east of the country). Last year I walked the Herajärven kierros Trail (40 km) in the Koli National Park a couple of times - this is a lovely trail through the "Finnish National Landscape" that inspired Sibelius amongst others and includes an exciting 100m section where you pull yourself across a lake on a raft.

In my experience the paths in these national parks are very well maintained and signposted indeed. There are wooden cabin type shelters provided for overnight accommodation at suprisingly frequent intervals usually accompanied by basic toilet facilities. If there isn't a fresh water supply at the shelter the nearest source is usually clearly signposted from the trail. I believe the European E10 long distance path which goes up the eastern side of Finland goes through the Koli national park.

If you are going in the summer be prepared for mosquitoes! Also worth finding out if bears have been sighted in a particular area and if they have make sure you are a noisy walker (runners tend to tie a small bell to themselves).

Alas, we have no current members in Finland, so I can't help. Sorry

Does anybody have any experience of trails or long paths in Finland, ideally starting around Helsinki and heading North?

thanks