We looked at the landscape and booked a hotel right near the downtown train station; most of the time we'll be travelling to the convention is during the every-5-minutes schedule. We don't really expect it to take half-an-hour to get there (and, to be honest, it took nearly that to get to the convention center in Denver and a number of other recent Worldcons). It also puts us in the middle of food, shopping, and transit.

We were clued in to the 3-times a week nonstop on Norwegian Air from Oakland to Stockholm on their Dreamliner. It's only a $52 hop from Stockholm to Helsinki (although we're taking the cruiseliner over before the convention.)
I wish I'd realized you were having trouble finding routing; the Norwegian Air option is actually a very good price and apparently reasonably pleasant even in the cheap seats.