Thanks to everyone who chimed in before. I think I've finalised my plans. hoping to book it all tomorrow afternoon.
Dates are in September.
Saturday 15thFly London to Helsinki. Afternoon in Helsinki.
Sunday 16thWhole day in Helsinki.
Monday 17thMorning and afternoon in Helsinki. Ferry to Stockholm (leaves at 17:30) <- cheaper than flying and includes a nights accommodation.
Tuesday 18thArrive about 09:30. Whole day in Stockholm.
Wednesday 19thWhole day in Stockholm.
Thursday 20thMorning in Stockholm. Evening train to Oslo. Night out in Oslo (or straight to bed).
Friday 21stWhole day in Oslo.
Saturday 22ndWhole day in Oslo.
Sunday 23rdMorning in Oslo. Fly home early afternoon.
TL;DRHelsinki: About 2 days. Ferry to Stockholm.
Stockholm: About 2.5 days. Train to Oslo.
Oslo: About 2.5 Days.
So whadda'ya think? 
I know I'm not going to be able to see everything, but with work and money I only have the 9 days. I could probably spend a lifetime in each city alone but thought this would give me a nice Scandinavian taster.
Hoping the ferry won't be too bad but it's looking the most economical way to travel and with me *hopefully* sleeping through the night it'll save on having to pay for a nights sleep. If I fly I'll still lost out on that evening with getting to and from the airport and the flight itself.
If anyone has anything to add in I'd really appreciate it before I book it.
p.s. If anyone can offer me a couch to sleep on for any of the nights of the trip, I'd love you forever XD