Helsinki is the capital of Finland. Most of the foreign hitchhikers enter the country here, either by boat from Tallinn of by plane to the international airport - which is not actually in Helsinki, but in the neighbouring community of Vantaa.
Helsinki is a nice place and worth staying for a couple of nights. Its a rather small city with about a million inhabitants on the metropolitan area and quite relaxed atmosphere.
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If the driver is not going directly to the Helsinki city centre, then it is a good idea to ask to be dropped off at a train stop. At train stops there are ticket machines that sell the 1-day and 3-day public transportation passes if you need it, while on buses you can only pay the price of a single journey (2.50€).
Note, however, that if the driver drops you off in the neighbouring communities of Espoo or Vantaa, a journey to Helsinki by train or bus will cost 4.00€.
North to Hämeenlinna, Tampere
Take a local train to Kannelmäki and then bus 43 or 46T (from the same side of the street as the train station). With bus 46T ask to get off at Kalannintie, and with bus 43 ask to get off at the Tampere roundabout. You will easily see the motorway exit because it is signposted Tampere.
Traffic is light here and much of it is local, so don't use a sign. Try to get onto the motorway and then ask to be dropped off at a petrol station a couple of kilometres north where you can easily continue on with a sign.
You can also go to the northern end of "Mannerheimintie", where "Hämeenlinnanväylä" starts. At least the buses 43, 452, 63 (leaving from the train station, from the "Elielinaukio") take you there, hop off at the bus stop "Ruskeasuon varikko", where you can start hitching! You can reach this spot by tram too: take the tram number 10 to the direction Pikku-Huopalahti (goes in front of Lasipalatsi and follows Mannerheimintie). Hop off at Ruskeasuo and walk along Mannerheimintie for 5 minutes until you reach the end of it (the beginning of Hämeenlinnanväylä) and the bus stop mentioned above. Use a sign because there's a lot of traffic inside the city and you might get a direct ride to your destination.
There's a bus stop called "Valtimontie" and you can reach it with several bus lines: 68X, 70, 70T, 73, 73N, 75, 77, 730-732, 734, 740-742, 738. The motorway splits into two slightly before ringroad number III. Road number 4 goes towards north/northeast (Lahti, Jyväskylä), while road number 7 goes towards east (Kotka, Kouvola, Saint Petersburg, and so on). This place works okay with a sign, but is impossible without it. Stand just behind the traffic lights and there will be plenty of space for the cars to stop. You should also make sure the driver is really going to your way, because there's no place to leave you out between the bus stop and the junction where the motorways split... In case you can't find a satisfying ride within a reasonable time (can happen, specially on Sunday morning), hitch from here to the junction with ring road III (make a sign for one of the suburbs behind, e.g. Järvenpää). Get off once you passed the junction, and hitch on the road connecting the ring road and the motorway. Half of the traffic is driving very fast, the other half rather slow – however, here are much more long - distance - going - cars to find than in Valtimontie. Note that this is officially a motorway, so hitching is actually forbidden! However, Joeri found this spot much better than Valtimontie.
Another option using TRAM (easy black ride, unlike buses) Go to the crossroad of Valtimontie and Kustaa Vaasantie using tram #6 "Arabia" lat stop. Walk 800mts (10min) and try the bus stop or go to a wider place of the road after the bus stop. The place is after a motoway sign, but the police usually don't care.
East to Porvoo, Kotka, Russian border, Saint Petersburg
The fastest way to get east is to walk to the junction of Ring Road III and the motorway from the metro station Mellunmäki. This is about a 40 minute journey on foot.
Once at the junction, it is easy to get a ride as short as the suburbs or as far as Saint Petersburg. With so many options, it is wise to turn down any ride not going all the way to your destination.
There is another option to at least Porvoo, though it is superseded by the route mentioned above and waiting times can be extremely long. Take the metro to the Mellunmäki station, then take buses 56K, 86 or 87 to the Kuussillantie stop. The bus driver may not know the name of the stop, but if you mention that it is the Esso station before the bridge, he can then alert you when it is time to get off. On the corner a few metres toward the bridge from the McDonald's and the Esso, you'll see cars entering the junction of Ring 3 and motorway 7. Stand right before the no pedestrian sign.
If you go further than to Porvoo, there is a rest stop halfway between Helsinki and Porvoo, so ask to drop you there. All there is is toilets and a café, so it's most efficient in the morning time. From there, find a ride at least to Kotka.
West to Turku
Take bus 18 from the west side of the Central Railway Station to the Niemenmäki stop. Going a little further from the bus stop and cross to the other side of the street. You'll find the entry ramp onto the motorway. I recommend standing right in front of the large side with a graphic symbolizing the motorway, as then you'll be seen by cars coming from both directions, and there's sufficient room for a car to stop. Use a sign, not everyone taking this route is going all the way to Turku.
Some of the drivers say though that it's pretty hard to stop there and have advised hitchhiking with a sign at the bus stop on Huopalahdentie right before the ramp.
West (direction Hanko)
Take the national road 51 that starts in the southwestern part of the central city area. You may take the metro to station Ruoholahti. When you leave the station it's to the north (to the right hand side as compared to the direction of travel). You have to go through one block of buildings past Kauppakeskus (shopping centre) to the next big street. You should find yourself right there near a big junction where the motorway goes off onto a bridge. There are good possibilities to stand – either a bus stop right before the traffic lights or a large hard shoulder around the corner on the beginning of the motorway.
It's unclear if you can find rides with people going by car. If there is an extra passenger in a truck, an extra ticket has to be paid.
But you can try to become a member of the Viking Club (only in Finnish and Swedish) and get a free "picnic cruise".
Even within the Helsinki city limits, there are plenty of secluded wooded areas where one can set up a tent, and these can be reached by local train. A glance at the map will show many ideal places around, for example, the intersection of Ring Road I and Vihdintie (local train M direction Vantaakoski to the stop Pohjois-Haaga then some walking). If you are discreet, then you should have no problem; even if you are discovered by police, they are more concerned about Roma camps than foreign hitchhikers.