Well there are actually some finds to be made in Sweden.
Especially the exclusive bottlings for Sweden.
The best ones recently was probably Bowmore Laimrig and two very nice Springbank OB SC 1991s (but most likely they were all gone by last week).
When it comes to more ordinary stuff fx HP 18 is available in most ("systembolaget") shops and is cheaper than most other places in Europe.
Macallan 18 yr sherry (vintages 1987, 1988, 1989) can be found here and there for less than elsewhere (mixed in among / same price as later vintages - so you have to search them out in the shops).
But the most interesting finds you would have to search out in the so called "Winecellar"-stores of which there are only three - located in Stockholm, Gothenburg and MalmÃ¶.
Black Bowmore, Yamazaki 25 and some others in higher price ranges are actually sometimes a lot cheaper in "systembolaget" than in other countries.
Independant bottlings are almost always more expensive in Sweden than elsewhere but when it comes to original bottlings it is possible to find great deals in Sweden - more so if youÂ´re OK to move up in price range.
You can check prices at http://www.whiskyfinder.eu
that tracks also "systembolaget".
Even if it is in swedish - it also is quite easy to navigate http://www.systembolaget.se
for prices and full line of products (and shops)