I used to go to www.bebek.fi, but now their Helsinki store is closed. They do take online orders though.
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Ah bebek ❤️ fond memories of their store in Lahti.
I remember once upon a time there was a store in Hakaniemi, but it seems that's closed. Radioduo in Herttoniemi sells electronics. Then there's always Partco.
Radioduo is great, though a lot of the stuff need to be ordered, but can be picked up in Herttoniemi.
Some parts are available at https://uraltone.com/ although it's kind of special focus. Worth mentioning, though.
On line, partly, and definitely delivers, https://www.spelektroniikka.fi/
I haven't really ordered components lately, so I won't comment on stranger sources.