There´s only one public wooden sauna left in Helsinki.
http://www.kotiharjunsauna.fi/ They have a PDF-file in English at the bottom of the page. For the more adventurous this is an experience not to be missed. There used to be plenty of these around town before running water and pipes came into every building.
It all depends on what you like. Some would like to visit a great skatebording park at Eläintarha park.
http://fi.wikipedia.org/wiki/Micropolis Someone else is intrested in seeing the graffiti at "Pasila Galleria", a railroad tunnel/warehouse with plenty of pieces.
http://www.flickr.com/photos/25610169@N05/2464196627/