I really love the Allegro train, no fancy stuff inside, just a comfortable train with border formalities on board, so the whole trip till Helsinki is a bit faster than to Moscow and till the first station in Finland it takes just 1,5 hours. It is possible to get a cheap (39 euros one way) ticket for the early morning departure. Nordic countries are expensive, especially Norway, but some relative cheap places to stay could be still found, of course the service quality will not be bad. I can recommend northern Norway in summer, for example the Lofoten archipelago which is "behind" the arctic circle. The landscapes and midnight sun are full of magic there!