One of my favourite areas in Helsinki is Katajanokka (fi), Skatudden (sv), Skatta (as the Helsinkians call it). Helsinki is rich in Jugend style, or Art Nouveau or Tiffany Style as it is also called. Many streets in Katajanokka are lined with buildings in Jugend style full of ornaments and details that may take some time to discover- so look closely!
There is also a not-so-well-known-gem on Kauppiaskatu/Kopmansgatan: The home Museum of Paivikki and Sakari Sohlberg. A complete and restored home of the Solhlbergs with tens of paintings, artefacts and other pieces of art covering the Finnish history from the beginning of the last century to this millennium. The Museum is open for public on Mondays- groups are welcome with advance booking.
More on the Paivikki and Sakari Sohlberg foundation here
http://www.pss-saatio.fi/english.htm