I don't know how accurate the income talk above is.
Guess I would assume Swedish GDP / capita was higher than that of Denmark and people in Denmark also pay higher taxes.
Then again Sweden is over-flowed by immigrants which will likely pull down the country (don't ask me why people think this is a good idea) so there's that.
You'll earn more and pay more in Norway.
Also I guess if we destructed the well-fare state (likely not to be done) maybe the educated´s money would last longer in Sweden because there's so many less skilled workers which could provide services for a low price and so on.
In regard of salaries (or the money you get to keep?) from one page I checked it seem like the inequality in them may be the most in Denmark and the most similar ones in Norway (hope I didn't got that the wrong way around.)
That IMHO would mean that your most beneficial salary and living-standard will vary depending on where on the scale you sit.
Very skilled labor will likely earn more and pay less in the US. So for them that's excellent.
Non-skilled labor may live a better life in Sweden due to the redistribution of income (imagine what kind of people that brings as immigrants.)
Anyway, what I really wanted to cover is the rest.
Namely position.
Norway is pretty big with like half the population of Sweden and with people spread out more and their biggest city has about half a million people.
They have lots of mountains littered with lakes and fjords but supposedly all the fjords make it pretty hard to move around along the cost (on the ground.)
It starts higher up north and goes further up north.
In Sweden there are more people and it's also a bigger country, we have bigger lakes, bigger farming areas I assume and bigger cities. There's the Malmö-København region which is even denser together.
The higher immigration if nothing else bring more variety to the kinds of people and maybe to different cultural/ethnic organisations and happenings.
Finland I know too little about really. Even though I'm from Sweden. They have the least immigrants and more of them are from the former Soviet. It also starts more up north than Sweden and I assume there's more trees (and smaller lakes) there.
I don't know how the country is when it comes to cities vs rural areas. I assume Helsinki is where one would want to be.
There's also Åland of course. The archipelago in the Baltic sea between Sweden and Finland.
Both that and Finland was Swedish before but lost to the Russians and Åland is part of Finland now. But most people there speak Swedish. So it's kinda in-between.
Mean-while Denmark is closer to Europe. It too have the København-Malmö region.
It lack the mountains and likely skiing possibilities (Greenland not included ..) and have more farm land. It may lack the large lakes too but have a lot of coast line towards the sea instead.
They have the highest taxes and are more proud of themselves / anti-immigrants and maybe as such a more reliable well-fare system than Sweden will have. The Norwegian one is partly funded by oil money but on the other hand those won't last forever. But maybe long enough ..
So yeah. Long distances, mountains, fjords? Norway.
Farm-land and flat and closer to Europe? Denmark.
In-between? Sweden.
Traditional Nordic country with fewer immigrants and not afraid of the Russians? Finland.