You may be interested in reading an article called Off the Tourist Trail in Iceland by Sophy Roberts in the Financial Times, yesterday. Any of the countries close to or within the Arctic Circle will provide opportunities to see the lights. Iceland is probably the cheapest to go to overall, but it all depends on cloud cover - you are never guaranteed to see them anywhere, even in clear weather. If you have not seen Joanna Lumley's programme on the subject then I suggest you have a look at it on You Tube.