The "Must see" lists are always a bit subjective but a short list would probably end up being something like:
Kytäjä Golf
Nordcenter G

Club
Master Golf Club
Other intresting places would be:
Helsingin Golf Klubi / Tali (Ladies Finnish Masters 2006)
Sarfvik Golfclub
Ask around, but these should come up more often than not.
If you want to get a feel what Finnish golf courses look like go to:
http://www.golfpiste.fi/kentat/?lang=en and look for
Virtual Golfer.
Pics take you from Tee-1 to Green-18. It's in finnish, but you should get the drift.
Off cause, you may be talking about some other country named Finland, since some of the best architecture definately isn't around here.
Vaako