On the practical and employment side, I agree with adnan's assessment if not his personal conclusion. (I would still choose Finland.) My experience is a bit further back, but I stay connected enough to recognize that some differences have stayed constant amid the change.
Sweden has been geared to accepting and integrating immigrants for some 60+ years now, during about half of which Finland seemed to be doing all it could to keep us out. Among countries, Sweden has been exceptionally organized and effective at integrating manual-labor-class immigrants. Plus the language is immigrant-friendly. At least in my time it was a rare immigrant I ever met who didn't have a good functional level of Swedish. It seemed that even people who were "bad at languages" eventually got there, though Finns seemed to have it hardest. While there is a big difference between sophisticated and unsophisticated Swedish, the amount of detail to master for "good" Swedish is probably an order of magnitude less than for merely functional Finnish. I attended only three language class sessions but could see that they were well organized and effective for their target group. (Let's just say that I was not their target group, even then.) But in about 6-9 months I became adequately functional in Swedish through self-study -- mostly reading, web-writing, listening, and watching -- something that took several years for Finnish even with a Finnish spouse. At the end of two years in Sweden, I had (they said) really, really good Swedish, though over the next 30 years I eventually let it slip into serious decline.
I think the Swedish assimilation system got strained (or worse) with the beginning of large scale immigration from a handful of middle eastern countries from which a surprising number of immigrants arrived with a theretofore unprecedented attitude: assimilate -- what the hell are you talking about? I am only in your inferior western country until the ruthless dictator in my own ancient, noble, and culturally superior country (now having the electricity in many areas) is deposed by a new dictator from my own ethnic group. Now here is a list of my demands for the interim. Indians had never done that. Pakistanis had never done that. Greeks and Italians had definitely never done that. But these new immigrants were something else.
That's when the political assassinations disguised as simple family-related murders and dismemberments began, and the serious ghettoization by ethnic group -- the importation of tribalism, essentially.
But apart from that (...Mrs Lincoln, how did you enjoy the play?), then and now, some of the cultural differences are night and day. Sweden is permeated with tabloid culture. There's nowhere to run; you cannot escape it. It is a culture of extroverts where Finland is a culture of introverts. Even most Swedish "introverts" are still extroverted by Finnish standards. In Finland, you've traditionally been largely expected to keep your opinion to yourself unless someone asks -- and generally nobody would ask. In Sweden, you are expected, perhaps required, to hold and express an opinion on most of the big issues of the day, maybe to be passionate about one or two, and it had better come from the correct spectrum of disagreement, which isn't all that wide except for skinheads and the like. Essentially all art in Sweden is political art, and publicly funded, and many people would be surprised if you think some other kind of art is possible or acceptable in today's morally urgent times. For many years, depictional art (painting, sculpture, glassware, textiles, woodcrafts) tended strongly toward cool geometric patterns in Sweden; but toward warm, irregular, naturally-inspired forms in Finland. This was no accident; it reflected something deeper in the national psyche. Even though Finns are blonder than Swedes, I have metaphorically thought of Finland as the dark-haired, introverted, pensive, and artistic sister and of Sweden as the gay, talkative, and carefree blond sister of the family -- who just happens to be an engineer, scientist, or ambassador. I've always wondered how any classical performers ever emerged from Sweden, because the amount of solitary practice required to reach musical excellence is regarded as a positively antisocial aberration worthy of intervention by teachers or social workers. In Finland it's just normal, or at least it used to be.
But Sweden is quick to research and embrace New Stuff. Finland has certainly evolved in that direction, but today it remains a mixture. New Stuff in Finland doesn't so much include hiring people with names in other languages, for instance. The Sweden I knew eagerly embraces immigrants who learn the language and appear to embrace Swedish values and the way of life. They are at least fun to have around, validating to the Swedish cultural self-perception, and quite possibly valuable assets in their differentness -- that's the attitude toward skilled immigrants that I've seen.
Some people are indifferent to such texture-of-life dimensions, and if you're one of them then by all means, look for work in Sweden and pick up and move. You'll find more opportunity of many kinds and a more international orientation in business culture, if also a certain sameness and tameness.
Swedes seem to think they are no longer very prejudiced by a Finnish accent and I'm not in a position to contradict that. But I certainly got the impression back when I spent more time visiting Sweden (after moving away) that unless you were Jörn Donner (or today maybe Esa-Pekka Salonen, unless he sticks to English in Sweden), Swedes related to Finnish-accented Swedish the way many (even well-meaning) Americans tend to react to hispanic or certain varieties of black American dialect. So your wife has that to think about and find out more about. Would she still today be taken less seriously speaking Finnish-accented Swedish? I don't know. I always thought that people speaking good Swedish with mild British, American, German, or French accents seemed to get more credibility. Maybe it was better for Finns with native Finlandssvenska or academically excellent Swedish otherwise, but even the Finland-Swedes would get compliments about how well they had learned Swedish -- with surprisingly few mistakes, all things considered
. There can be a certain initial put-offness if a Finn chooses to use English instead of Swedish, but I think that historically it has often been the better choice for Finns, as it puts both parties on a level playing field.
Any links to similar resources as this forum but focusing on Sweden also gratefully received.