Bought this book: Teach Yourself Finnish by Tertty Leney a few years ago from Amazon.com since I couldn't find any Finnish grammar book in Indonesia. This book turns out to be SO useful for me to learn the basics of Finnish grammar.
It has 373 pages and it teaches you Finnish from the basics and in each chapter there's some exercise you can do. The good thing is that you'll find the right answers at the back of the book, so even if you're learning it on your own and you're unsure about your answers, you can check the right answers without asking other people's help.
I find that the book is laid out very well. In the Introduction chapter, you'll learn the basic pronunciation of Finnish alphabet and some information about the Finnish language itself. This book actually comes with an audio tape where you can also learn the right Finnish pronunciation, but I didn't buy it since I was going to marry a Finnish guy anyway, so I can learn the pronunciation from him. These days you can learn some Finnish pronunciation through many websites without having to pay a thing, so I'd recommend you to try that first before buying any audio tape.
Back to the book...after the Introduction, each chapter begins with some dialogues, vocabulary, grammar explanation and rules, and then exercise. The grammar explanation is in English, so it'll help you A LOT in understanding Finnish.
After having learned Finnish for about 1, 5 years now, I realize that there's no perfect grammar book, but I find that this book really gives you a step-by-step approach in teaching you Finnish, so it's HIGHLY RECOMMENDED.