I lived most of my life in Portugal but now I live in Sweden. I mostly moved because job security and wages in Portugal are crap. Also, if I'm going to pay high taxes, I'd rather get something for it. I live in Göteborg, which is a fine city with lots of nature around. It is great for kids to grow up.
The big downsides of living here are the weather and the food. Mostly the food, though. If you want to eat cheaply out the options are pizza, kebab and hamburger. You can eat some good, not Swedish food, as long as you are willing to pay a lot of money.