I'm a Canadian student currently studying in Tampere, Finland, and I'm wondering where would be the best (cheapest?) place to purchase (online, I suppose) Arduino components?
You can find Arduinos from Robomaa.com, we are the only Arduino-distributor in Finland.
Unfortunately site is only in finnish, if it's a problem, just send me a message and i'll help you out.
Currently we carry Duemilanove and Mega-boards. We are adding some shields to our selection soon. If you have any product requests, just ask and we'll see what can be done.
Delivery method is COD.
I can personally recommend Lawicel for your Arduino needs. They are located in Sweden, but ships to Finland as well.
Did I mention they stock several of the Sparkfun applications as well? 
You can check their site out @ http://www.lawicel-shop.se
Hi!
Actually robomaa is not the only webshop in finland supplying arduinos.
You should check out paeae technologies
Site also availible in english 
Cheers!
-Joona
And now that I've posted one normal message, i can include links. 