Some good "local" snacks i enjoy and can recommend.

Karelian pasties with eggbutter.

http://en.wikibooks.org/wiki/Cookbook:Karjalanpiirakat

Pickled Herring, lots of variations to find favorites.

http://en.wikipedia.org/wiki/Herring#Pickled_herring

Cold smoked salmon, Lox

http://en.wikipedia.org/wiki/Lox

Gravlax

http://en.wikipedia.org/wiki/Graavilohi

These fish dishes are good on top of Ruisleipä or with boiled "new potatoes".

http://en.wikipedia.org/wiki/Ruisleipä

Leipäjuusto, i prefer it normally just plain, drinking cold milk. But you can make good desserts with it.

http://en.wikipedia.org/wiki/Leipäjuusto