the sallary is not good as in denmark or norway
On the other hand, the state doesn't take quite as much of it away either - I think Denmark pretty much holds the world record for taxes. There's an interesting trend going on between Copenhagen and Malmö, in fact: The Danes are running away from the taxes, and the Swedes are running towards the higher pay. Give it 100 years and the two cities will have switched populations entirely

Anyway, I'm actually of two minds about pimping Denmark here. On the one hand, I'm damn proud of my country (and, in my obviously biased opinion, rightfully so), but on the other hand I'm utterly ashamed of some of the politicians that we, the people, have somehow chosen to lead us, and there are also some rather unpleasent facts of life for people who are not used to how things work here. So I guess I'll just stats the facts as well as I can, given the bias that I obviously have on the issue.
About the people in charge: It's not the government as such, they are fairly harmless in that they seem more or less incapable of independant action (they just follow Bush or whoever else is in fashion at the time), it's the party they rely on to stay in power that's the problem. A party which I would personally class as something of a cross between Nazis and Ku Klux Clan with a sprinkling of old-fashioned values on top to make them appeal to gullible old folk. Bottom line is they are positively phobic about
any colour besides white-ish pink,
any kind of immigration (even by white-ish pink people), and
any kind of religion besides lutheran christianity. Several of them have in the past been convicted of racism, and there was a spat a few years back when it was uncovered that they had knowingly and gladly accepted proclaimed nazis into their ranks. Obviously once the secret was out and there was a risk that the gullible old folk they rely on for votes would be offended, the people in question were excluded, but that doesn't change the fact that they were happy to have them in the first place.
So anyway, that's the bad. Them and the taxes. And the weather, which likes to pretend someone is doing a too-good impression of a rain dance more often than I'd like. Also, houses and cars are ludicrously expensive compared to most other countries, though housing prices are currently trending downwards. Anyone moving here from a non-scandinavian country will most likely be appaled by the taxes and the high prices, at least at first.
Another bad is that as a non-EU citizen, one can't simply move here and start working. One needs a work permit, and thanks to the efforts of the aforementioned nationalistic party, that is a non-trivial task. And not really one I know much about how to accomplish, I'm afraid. I do know that it
has gotten a bit easier lately as the lack of skilled labour started to take its toll on the economy, so it may be less of a hurdle now than last time I heard about it.
On the good side, we have the standard Scandinavian package of free healthcare and education, a strong social security network, excellent communications with lots of competition in both phone and internet markets, plenty of good-looking blonde women (I can vouch for the Swedes on this, too), considerable personal freedoms, and general lack of offense at stuff like swearing and nudity (yes, I most definitely consider that a good thing

). On top of that, we have an unemployment rate which is effectively zero,
especially in the IT sector, meaning that as long as you can manage "Hello, World!" or set up a basic network then somebody probably wants to employ you. Wages are also rather high, though I suspect not quite up to US standards for IT jobs; getting there, though, as the lack of people to employ means there's practically a war going on for the services of the best and brightest.
As for the country itself, crime is very low, police are fairly effective and very uncorruptable, local governance actually works as intended and in rare cases might even be called efficient, public transportation for the most part is excellent, and roads during rush hour are practically empty compared to american-style gridlocks - Even in the larger cities (which aren't that large by US standards). Denmark is also arguably a beautiful country, all lowland with rolling hills sporting fields and the occasional forest once you get out into the country. Think the Shire, minus the hobbits and subterranean dwellings. We also have a few areas of rather more dramatic terrain, but nothing remotely approaching true mountains or vast forests - For that, though, Sweden is 15 minutes away by car coming from Copenhagen. Beaches are also excellent, though the water is quite cold compared to, say, California, even during late summer when it's at its warmest. People around here are generally friendly and helpful, as long as you avoid the older generations, many of whom tend to be rather less tolerant of, well, of anything and anyone, really.
Finally, one huge advantage I find with living here is that we're sort of in the middle of everything: By air, Berlin is 1.5 hours south, London is 2 hours west, Stockholm is 2 hours north-east, Olso is 1.5 hours north, Paris is 2 hours south-west - And all those are rather cheap fares, too.