There is an interesting sidenote to the history
: there was a time when the democracy had a king
After the turbulent years of early 1900, gaining independence and going through a bitter civil war, in 1918 the Finnish parliament voted for a symbolic monarchy. The idea was to unite the people with a common figurehead and boost the nations ego while at it.
The future king of Finland was to be Friedrich Karl (spelling may vary), a prince from Germany. Friedrich was married to the younger sister of Keiser Wilhelm II and a member of the old and noble Brabant family. An influencial character by all accounts.
The choice was also a political move towards the powerful Germany, a major power in evolving Europe.
Preparations for the new king were started promptly. Renovation of the palace began and a crown was made from gold dug up in the northern district of Inari. Parades and festivities for the arrival of the new king were planned.
Unfortunately Friedrich never got to wear his crown nor even visit his kingdom.
The end of the First World War and German defeat changed the situation completely. The king turned down his post, the local parliament voted for presidency in 1919 and the royal palace bacame the presidential palace.
Since then, there have been no sideroads to the form of government in Finland and the idea of a monarchy wouldn't find support in modern times. Most people who enjoy the tabloids have enough juicy stories from the UK and Sweden to keep them satisfied ;)