Few days ago I participated in a birthday party, a friend turned 30. One of the gifts he received were so called "Reinot" - very common in Finland slippers:

It was also a form of joke, as these are usually used by elderly people.
Anyway the point is that birthdays in Finland are a good occasion to get together, I especially recommend not to miss such an occasion during dark autumn / winter time. Secondly you should not ruin your savings to get something as a gift for your Finnish friend. I have the impression that Finns do not like to get expensive gifts, especially if you are a friend or just an acquaintance.
More expensive gifts might be accepted from a spouse, wife of husband though, but this is a very personal arrangement and I wouldn't like to generalise.
Personally I wouldn't mind getting a summer cabin as a birthday gift, but I'm not Finnish :)