Obviously much depends on why you are moving to Sweden in the first place. If you are moving with work, you will already know which area you’ll be living in and the same if you’re moving to be close to Swedish family.
If you have just decided that Sweden is an ideal country to live in then your options are a bit more open. The main consideration for most is where they can find a job. A general migration from the countryside to the towns and cities reflects this – there are few job opportunities in the countryside unless you have the type of flexible career that enables you to work from home.
The major cities of Stockholm, Gothenburg (Göteborg) and Malmö each have their own draws (and drawbacks).
Stockholm, as the capital, is the biggest and regarded as the highest paced. Other Swedes look at Stockholmers and wonder why they want to live in such a stressful place. Having said that, many foreigners moving over still find the pace of life relaxing compared with their experiences elsewhere. Stockholm is the national cultural centre with the National Opera, Theatre, Ballet and so on all based in the city, along with many major sporting facilities. It is also a truly beautiful city set on many small islands with a lot of open water around giving the city a spacious feel. Although Stockholm is the biggest city in Sweden it is still tiny by international standards with a population of only 1.5m in the entire greater Stockholm region.
Göteborg, on the East coast, is regarded as being the more relaxed alternative to city living. Several major companies have their headquarters there (most noticeably Volvo) so employment options are still good. The city itself has a population of just under 500 thousand and so has a more intimate feel than Stockholm. It is set on a major river so once again water plays a major role in shaping the cityscape. However, being the East coast, the climate is a little less appealing than Stockholm with a lot more rain – especially in summer. Stockholmers complain of the drizzly climate on the East coast.
Malmö, with a population of 250 thousand, is the smallest of Sweden’s ‘major’ cities. However, with the opening of the Öresund bridge, there are now quick and easy connections to Copenhagen with all the benefits that brings. Malmö is a relaxed city with a milder climate – it is far enough South that winters do not necessarily bring mountains of snow.
If you are not tied to big city living, your options are virtually limitless. Landscapes vary between flat, farming land in Skåne to the mountainous, forested, untamed wilds on the border with Norway. You can find more information on the different regions of Sweden at Visit Sweden. This is mainly aimed at tourists but should give you enough of a taste to start refining your search. It also has more information about the three cities mentioned above.