Well, as they say the devil is in the details. The cause of the zombies, and their exact capabilities means a lot. If your dealing with the Romero shamblers, then there are plenty of ways of dealing with that scenario fairly effectively, isolation helps. If your dealing with a more supernatural variety of zombie, which is less popular in the cinema, those that say need to be hacked to pieces and then presumably burned (ie totally destroyed) and so on, the situation changes considerably.
See, depending on how durable the Zombies are, and the exact cause of the spread, isolation might just buy you some time. Sure those who head to the hills and hide out in cabins will avoid the initial fighting and slaughter, but only until the people there are gone. If the zombies are hunting people down as the result of some curse, or "life sense" or whatever, it just means that when the time comes those people in isolated regions are going to be run down last and ultimatly wind up with little or no recourse.
Likewise, most arguements about guns in places like the US, Finland, or wherever else, might not matter if the Zombies aren't going to be stopped by headshots and bullets won't do more except annoy them.
As far as Finland goes, Simo Haya is a national hero, and I understand that Finland is quite proud of it's victories, though as many people have pointed out here it's a lot less impressive when you go beyond the numbers and actually look at the details of who was fighting who. It's been a big discussion here in the past and I'm not going to go through it as I'm hardly the biggest expert on that area of military history. That said, I do acknowlege Finland might do pretty well, though given that it has it's own large, modern cities I don't think it's going to do all THAT well overall, as the same arguements about rural areas (only 4 other people in the area!) can be made about a lot of places.
As far as survival skills goes, truthfully I think the ones who would fare best hiding in the wilderness would be temperate swamp dwellers, your seminoles, cajuns, and other swamp folk down around the Everglades or in Lousiana and so on. The reason being that even really durable zombies are going to have trouble with the wildlife even if they otherwise don't rot. The poison insects and snakes and such aren't a problem, but gators and animals like that will eat just about anything. I think that would make such areas among the most resiliant.