I know there was/is some kind of band in Töölö, which is an area in Helsinki. They played at the Europeans a few years ago, don't know whether they're still running. Apart from that I've never seen any other bands when I've been in Finland sorry!
Just to say a big thank you to those of you who tried to help me in my quest!
Especially thanks to Rob - I have eventually (after lots of hard work!) managed to get in contact with somebody from the Toolo Brass Band and it sounds hopeful that he might be able to find me a seat, so thank you very, very much!!