Copenhagen is less expensive than Oslo for sure, but not necessarily Swedish cities. In fact, a lot of people choose to live in Malo Sweden and commute to Copenhagen. It really depends on how you plan to live. Will you be on a special 25% tax rate for foreign specialist workers? Do you need to have a car. I just moved back to San Francisco from Copenhagen and Copenhagen was much cheaper overall. Absolutely no need for a car. Most food prices are comparable. Clothes are more expensive. Water and electric more expensive. Everything else is really the same. You really save by not having a car and free health insurance. Just be sure to invest a little more in housing close to train stations. You will not regret it in the cold wet winters.