There are some great finnish power metal bands. Some that stand out are (the now defunct) Twilightning, Sonata Arctica, Stratovarius, and of course Nightwish.
Nightwish is by the far the biggest, and to be quite honest they are one of the biggest metal bands in general right now in the whole world. If you enjoy great melodic power metal, check out some of these great metal bands form Finland. Also realize that there are some awesome bands which churn out a bit heavier fare, like Children of Bodom.
Until next time, keep it heavy!