You should tell us where you are living currently to give you an accurate comparison.
Expensive compared to what?
US: yes
Copenhagen: no
Romania: hell yeah!
In CPH I don't think twice about spending near US$8 for a beer and US$3 for a fresh baked loaf of bread. McDonalds is a place I haven't visited for a number of years.
Ferry prices you can check yourself.
Click here
*I live in CPH and not HEL, so I'm not the best to answer your post. However, the Nordic region is relatively expensive, excluding TLL and the Baltics, which is inexpensive for a Dane.