I forgot. Oslo still the best choise, of course:)

And I will later post a guide to the less expensive restaurants and museums:)

I loved all three cities, but would go back to Copenhagen because of the Danish people. They are the most hospitable, friendly, and fun loving of the bunch.

The Danish pastries, are of course, magical.

Loveling wrote (about Oslo): "And I will later post a guide to the less expensive restaurants and museums"

Do they exist?

Yes of course they exist:)

Ill post later, not today.

Loveling, that's much too late for me! I found Oslo to be the most expensive city I ever visited. Other than the prices, I liked it a lot.

I don't recall the museums on the Bygdoy peninsula being very expensive, and the main city centre museum (the one with the bronze of Hell and a room full of Munches), I thought was free? Same for Viglandspark (Frogner) - I thought you could just wander through without having to buy a ticket?

Admittedly, it's been a few years since I last went, and maybe things have changed now....

Overall, Stockholm is probably your best bet, but I just wanted to point out there are free/cheapish things to do in Oslo.

Sorry, it is difficult for me to decide between Stockholm and Copenhagen! I think that ay of them is a very good destination.
You received a lot of good advices, I would like just to add some small recos:
In both of them try to visit City Hall.
In Copenhagen we liked two art museums: Glyptotek and Thordwaldsen (spelling??)
In Stockholm, the Mills Garden with the statues is superb!

That does not mean that I do not like Oslo, but it is on the third place for me.

We live in Southern sweden really close to Copenhagen. Never get tired of visiting Copenhagen.Its special in the cold winter days-sylish and twinkly However Stockholm is really special. Fab place to stay is Långholmen in Stockholm Its a converted prison. Its what is called a vandrahem (youth hostel) but really nothing like the Uk equivalent. Think clean simple stylish hotel with usual restaurant but also a communal kitchen useful if on a budget.This one is really amazing its on its own island so you can look out of your cell at the boats.
Booze is dear in Scandinavia- but really cost of living in Sweden just a touch over the UK. Hotels are generally cheaper,public transport cheaper, dinner tends to be rather expensive, good tip eat in a nice restaurant for lunch they do a set ``dagens`` this can be as cheap as 70kr (maybe bit more in Stockholm)youll get a really nice main with salad a soft drink with your meal and coffee. Vasa museum is a must do.
Have a lovely time in this most amazing part of the world. Dont expect Irish banter and hospitality. But appreciate the truly cool conservative but liberal forward thinking Scandinavian peoples. If you feel homesick or particularly unadventurous youll find anirish bar somewhere.
You can always take a train between the cities if you want to see a bit more of sweden.
Sorry missed Oslo off my reply- nothing against it only been there once. really expensive but lovely.

Copenhagen has a lot more to offer then Stockholm ,resturants, outdoor activities, good transport you name it.
sir Basil
http://www.hotelara.com/travel/denmark/