Going as up north as possible helps. The best season is the darkest winter when in the sun doesn't come up at all. Also there are some sms alerting services to let you know when the northern lights might be appearing, as you never really know when this is bound to happen. The good news is, that the "main show" is awesome and free, if you manage to catch it. Be prepared to wait. Dress very very warm.
Best place to see Northern Lights is Lapland in the winter time, in summer you will experience midnight sun, when sun never goes down.
Go up north in the winter. Pray to the gods that the sky is clear.
It's often a bigger chance to see it when being really really cold