If I was Prime Minister of Finland:
I'd legalise and tax the hell out of weed.
Raise tax on cigarettes.
Lower tax on alcohol (not to encourage more drinking but because the taxes are so high people nip over to Estonia to stock up on booze so Finland loses out on that tax money).
More language courses available for immigrants (none available where I live and its a decent sized town)
Possibly make National Service compulsory for women too, not too sure about that one though, might not be affordable really.
If I was Prime Minister of the UK....well there's way too much I'd want to change, education system, affordable childcare, ATOS, MPs wages and expenses, the list goes on...