Norwegians are the friendliest, funniest, and warmest and also the most outdoorsy/down to earth.
Swedes are a bit cool. Nice enough. Heavy drinkers. Chic.
Finns are rather quiet. Heavy drinkers. Pragmatic. A bit serious. I think this may be the 'Russian Occupation' effect. Down to earth.
Danes are mad and warm. Smokers.
Those are my very vague preconceived opinions.
If I could live anywhere, I'd live in Bergen, Norway.