The Sweden-Finland games may not be the most entertaining, but for me it's clearly the most important. Losing hurts like hell and there's no opponent I'd rather win in an important game. This matchup is probably more important for Finns, because we are usually the underdog and Sweden has won more in hockey. Hockey is also clearly the number 1 sport in Finland, but in Sweden football is just as important. I doubt many Finns will care that much if we lose to Sweden in football.
Finland-Russia is my second favourite. The rivalry isn't as strong as with Sweden, but there's probably even more "hate" at least from Finnish side, thanks to our troubled history with Russia. Finland-Russia is more like a David vs. Goliath battle than a "we must win, or else!"-game like Sweden vs. Finland. Russia also seems to be the better opponent for us, and we have some memorable wins over tham (Turin 2006, Moscow 2007, 2011).
Canada-Russia is probably my favourite non-Finnish matchup. Lots of history involved in this matchup. Two very different hockey cultures but both are extremely skilled teams. Russia hasn't quite recovered from the terrible 1990s yet. Sochi will be insane, if NHL:ers are allowed to participate.