I'd also like to see some hotels in the Nordic countries -- I was thinking of going there with my girlfriend but even if you are being paid in pounds the prices in the Nordic countries are painful! The Ice Hotel in Sweden would be great.
Pricewise I think Finland is the cheapest of the four Nordic Countries. Norway is the most expencive. I have heard Helsinki is fantastic, but have not been there. For some odd reason I always end up in Copenhagen. (You get more for your frequent flyer points with SAS if you use them within the Nordic countries. I can go t/rt Copenhagen/Helsinki/Stockholm nearly 3 times for the same amount of points for one t/rt flight to other European countries while the price, if paying "real" money, is almost the same.)
Yes, absolutly. May is a beautyful month, at least in Norway, and I would think in the other Nordic countries too. If you are planning a visit to Norway I would highly recommend to visit Norway at the 17th. of May. This is our national-day. Everybody dress in "bunad", our national dress, and the children (and also the parents) do a parade in the streets. All shops are closed but it's so much to see you don't want to go shopping. I would recommend to book a table if you want to go out for dinner. Don't hesitate to ask me if you need any more information of Norway!