Perhaps "unbelievable" is an exaggeration, but Finland is more expensive. A license to drive a normal car ("B" category license) costs between 1500 and 2000 euros in a driving school (for the initial phase, which gives a temp license valid for 2 years). Then around 400 euros for the second phase which must be done after 6 to 24 months.
But fortunately a family member (or similar) can also teach, with just a few mandatory lessons at "facilities". This way, the cost is around 500 euros (if you don't include the car and fuel costs when driving the mandatory 20 half-hour lessons.)
(License categories are the same in all of EU I think: A is for motorcycles, B a car, C a lorry, D a bus, E a trailer, with sub-divisions like A1 and A2 for different power classes of motorcycles etc; see http://en.wikipedia.org/wiki/Driver%27s_license#mediaviewer/...).
In Finland, licenses were about to become very expensive last year after a law change that was lobbied by driving schools - that effectively made it impossible to teach your own family members to drive. But after seeing the ripping-off by driving schools, and also after extensive protests by the public, the government (unbelievably) backed down and changed the rules back so that teaching a family member is again feasible. My third kid is soon ready for the driving test...
BTW people say that it's a great test of trust and co-operation between a parent and a teenager to try to teach a young one to drive. For me this has fortunately gone very well.