My perspective may be skewed a bit since I lived at a sport school when I was in Finland but would you really put soccer above the winter sports like cross country skiing, ski jumping and even curling? While these may not be viewed as widely in North America it would seem that they were quite popular in Finland and a bigger part of the culture than soccer.
I would also throw tennis and golf into the mix as, despite the size of the country relative to some of the other nations there are some elite level players in both sports.
Curling was super popular for about two weeks in 2006 and that's about it. Markku Uusipaavalniemi is considered a legend tho. Atleast by me.
In general hockey is the most followed(by both media and fans) sport in Finland. National soccer team and big European soccer leagues get a lot of attention as well, as do formula one, track&field (especially javelin), ski jumping and cross-country skiing. The national basketball team has become quite huge recently and the national volley- and floorball teams also get lots of attention when they play in their respective world/european championships.
Domestic leagues in volleyball, basketball, soccer, floorball and finnish baseball (pesäpallo) all have their own and rather strong fan bases, but they are all quite far behind hockey. Pesäpallo is also not that popular in the largest towns. The most succesful pesäpallo team comes from Sotkamo, which is the 95th biggest municipality in Finland according to wiki (about 10 000 residents). Another team from a town of only only 3000 people made the finals in 2010 and they had over 5000 people in the arena at one of the final games. So saying that the fan bases of these smaller sports are strong is not a stretch by any means. They tried to bring pesäpallo to Helsinki once but it failed. Helsinki also doesn't have a team in the top volleyball division. Volleyball has also found success in certain smaller towns.
The Olympic games as a whole gathers huge crowds in front of the TV screens every time. If a Finn gets a medal in the Olympics he/she is a national hero no matter the sport(curling is a good example). European/world championships in track&field and nordic skiing also gain massive crowds when there's a chance for a Finn to place high. In general I would say hockey, F1, track&field, cross-country skiing and ski-jumping are the most beloved tv-sports among Finns.
Op liked to compare Finland with the other nordic countries, so here you go. Finland is the best Nordic country in basketball and volleyball. Finland and Sweden are quite equal in floorball, which doesn't gain much interest in other nordic countries(accept maybe a bit in Norway?). In handball we are death last tho. It seems to be a major sport in all the other nordic countries, but in Finland it's only played in the swedish speaking areas and it has extremely few followers outside that.
As for the amount of registered players, soccer takes the cake. I would also think floorball will pass hockey soon, if it hasn't already. Soccer and floorball are just that much cheaper to play competitively than hockey that it's really not a contest. However to my understunding hockey and soccer are all the same in terms of popularity among kids. They play hockey in wintertime and soccer in summertime (not competitively, but in the backyard etc.)