We went just before Christmas with First Choice.
It all depends on what you want as there are lots of different options. Thre are day trips, whcih are obviously cheaper than staying a few days, but I chose not to do that as we would have had to get up at 3am and have a long day ahead of us.
We wanted to try and get something really authentic. There were lots of choices of staying in the busier towns, but I wasn't interested in bars, souvenir shops or skiing, so we opted for a hotel/resort in the middle of a national park and stayed at the Snowy Wilderness Lodge. It was all-inclusive, which was needed due to the location. Food was lovely and it was great to be abel to get drinks when we wanted, as Lapland/Finland is really expensive.
Our first day was spent sledging with the elves, toasting marshmallows and drinking hot berry juice at the ice-bar. After a huge buffet meal, there was then a disco for the kids - First Choice entertainers and the local Elves were really good.
The next day we did all the taster sessions - arctic circle ceremony, huskie and reindeer sledge rides, snowmobiles etc. Back at the hotel for lunch and thenin the afternoon we did more sledging, went to film club and disco again in the evening. The next day was Elf Academy - directly outside the hotel. Hre you could try snow football, sledging, skiing, ski-doo's, reindeer lassooing and indoors there were Christmas stories, cookie decorating, making Christmas decorations and generally lots of fooling around wihth the elves. Mrs Clause made an appearance aswell. After lunch there was another disco and more entertainment for the kids. Following another lazy hour watching a DVD by the fire, we then got ready for the Gala dinner.
This is where this hotel is slightly different than others, as Father Christmas comes directly to the hotel, instead of us all having to get dressed up again in our our snow gear and trekking off to some plastic, commercial snow village. My mates has an experience of this elsewhere and sid it was very tacky.
Anyway - all in all a well worth trip, but very expensive - personally I would have preferred a few nights in a 5* hotel in Abu Dhabi or Dubai - but my 6 year old DS loved it and wants to go back this year. A family we met had been to the Snowy Wilderness Lodge for 5 years running. The reps who worked there, said they all wanted to come back to Lapland this year, but only if they got the same hotel. It gets great reviews.
The bits I didn't like - the Gala dinner was a bit crap - can't expect to get a really good British Christmas dinner cooked in Finland. I am used to staying in 5* hotels and I had to get my head round the fact that I had paid a fortune for a traditional Lappish hotel - all pine and very 1970'S.
Anyway - def well worth going, but beware the price. I paid £1600 for myself and my son for 3 nights.