I, as an American, decided to move to Sweden for all of the reasons GP posted, and despite your list of supposed downsides. A few observations after six months here:
* The Swedish summer more than makes up for the dark winter. Not that much colder than Chicago either.
* Taxes are high, but the benefits you get from the taxes are astounding, especially from an American perspective. Great roads, clean cities, amazing public transit, free healthcare, etc.
* Six weeks of vacation, over a year of maternity leave, etc. Enough said.
* Yes, the rental market in Stockholm sucks.
Honestly, Sweden is truly a democratic model that other countries should try following. I'm very happy with my decision to move here and wish I had discovered it sooner.