Here's my experience buying a SIM in Sweden last week. I was looking for a nano-SIM for my iPhone 5, but ended up settling for a micro-SIM for my girlfriend's iPhone 4S.

First attempt: Telenor store. Had nano-SIMs in stock, and could activate on a prepay plan. However, Telenor will not sell a SIM card without a Swedish personal number. My GF is a Swedish citizen but apparently she has an impossible personal number - the birthdate part of her personal number is not a valid date (a typo in her passport?!), which was to the great amusement of all the Telenor staff in the store. So no valid personal number = no SIM card at Telenor

(aside: Isn't Sweden's reliance on using personal numbers for all kinds of mundane things a bit discriminatory against other EU citizens travelling in Sweden? The EU should investigate this!)

Second attempt: Phone House store. No nano-SIMs available in store, can only be ordered online (which, of course, requires a personal number). However a friendly employee who spoke good english sold us a Comviq prepay micro-SIM card for 99kr, plus a top-up to the "Kompis 195" (195 kr) plan. In hindsight, he oversold us a bit because he made no mention of the cheaper "Kompis Surf 70" (70 kr) plan would would have been adequate for our needs. I guess Phone House employees get paid on commission!

Unfortunately, Comviq SIM cards don't seem to configure properly, for data, on iPhones out-of-the-box. Upon activation the iPhone automatically sets the APN to internet.tele2.se which does not work properly. After 2 very frustrating days of very poor data connectivity (email/notifications/iMessages would work, sort of, but the data connection would stall on any attempt to load a web page), we got on a WiFi connection and figured out that the APN setting needs to be manually changed to data.comviq.se - after doing this, it worked great.

The Phone House guy helped us activate the phone but it would have been nice if he'd known to check the APN setting, too as it would have saved us a lot of frustration!

Comviq seemed to have pretty good reception and data speeds. Great 3G signal around Stockholm and all major highways. Dropped down to EDGE in some of the smaller towns in Skåne.