I would like to collect some helpful websites for learning and practicing the finnish language. There are quite good online-courses out there.
Here´s my personal favorites:
http://www.finnishschool.com --> vocab-trainer by Phil. This helped me a lot before coming to Finland to get some basic vocab. The good thing is that you don´t need a teacher or a book.
extensive site with listening comprehension, texts, grammar. you can download the whole site. I downloaded the Audio and burned it on a CD to listen to while driving.
http://www.edu.fi/oppimateriaalit/ymmarrasuomea/ - lot´s of reading comprehension, complete with dictionary, grammar, etc. The texts always focus on some grammar-topic.
http://www.verbix.com/languages/finnish.shtml Verbix - conjugate any finnish verb. very, very well done!!
http://www.yle.fi/opinportti/supisuomea/ SupiSuomea from YLE. Grammar, reading comprehension, exercises... well done.
Of course the best way you´ll learn finnish is by taking a course in Finland. But studying online might help you get some idea of the language before you come.