Are there many other languages besides Finnish that frequently use Satan for cursing?
He's known by many names, some mentioned before. Here's a little elaboration.

weak: piru
piruvie = devil take it/this/him etc.

moderate: hitto (used like damn)
hitto mitkä tissit = damn, look at those tits

strong: perkele, saatana
mulla on perkeleenmoinen krapula = I've got a helluva hangover
se ei antanu mulle pillua, saatana = she wouldn't put out, goddammit