Well, there'd be some doomy stuff at the 12th of January at Lepakkomies, but I guess that's a bit too late. Other than that, I'm not too sure.
http://tiketti.fi is a good place to check for gigs and tickets though.
For music stores, at least check out Sound Shop in Kaisaniemi (Mayones, G&L, Rivera, Darkglass etc.), just next to the metro station. It's pretty much the best store around here, although I guess I might be a bit biased
. Then there's Levytukku (Ibanez, Mesa), also in Kaisaniemi, but closer to Senaatintori. And Musamaailma (ESP, Tokai, Orange, Blackstar) which is in Kamppi, quite close to the metro station again. For record stores, check out at least Keltainen jäänsärkijä next to the Kamppi shopping center, and Levykauppa X in Töölö.