You'll likely find it prohibitively expensive to do a one-way international car rental.
I'd personally spend some time in Stockholm, potter around the archipelago and then decide where to head to.
If you're interested in Oslo, go, but IMO Norway is much, much more about the country than the cities.
There is a decent overnight ferry from Oslo to Copenhagen, and it's easy to get the train from Copenhagen to Sweden. If you're going to hire a car to explore an area in more detail, I'd recommend picking a single area, like Scania,