I like the Scandinavian style, all those gripping storylines, but I don't like too much graphic violence. It is the same with TV dramas, I enjoyed The Killing, The Bridge etc but preferred Borgen if the truth be told.
I am currently reading Until Thy Wrath Be Past by Asa Larsson, it was 56p in the Kindle sale so worth a gamble. I am really enjoying it. I just hope it doesn't suddenly get horribly violent. I didn't like The Girl With The Dragon Tattoo.
Let the Right One In by John Ajvide Lindqvist was good - it is a YA book (and I think they made a film of it recently, but I haven't seen it) but it does have a couple of somewhat gory scenes - it's a vampire story (sort of - I enjoyed it. The "Sea of Trolls" trilogy by Nancy Farmer is good too, again, it's more of a children's/YA story, but it is exciting, in the "saga style" and a nice easy read with a good ending - no trauma so to speak
Look for 'department Q' books by bestselling Danish author Jussi Adler Olsen first one called 'Mercy' Unputdownable crime fiction with a sense of humour too. I would not have chosen this book from the description on the cover but was hooked immediately. Film has just premiered in Denmark featuring many of the well known actors from the killing etc