We went to Finland and it was terrific. The people who skiied said the skiing was good and the small people got to go to see Father Christmas. Also did husky trips and reindeer trips and went out on snow mobiles. They floodlight the pistes until about 8pm so you can carry on skiing even though it gets dark very, very, very early (and gets light very, very, very late!).
Because we went on a skiing holiday it worked out much cheaper than those very overpriced Lapland trips but two things - it gets very cold down to -37 when we were there and the snow is the wrong sort to make snowballs or snowmen!