Why shouldn't I go to Scandinavia?

Hi,

Is Scandinavia a good place for coding?

I consider moving from Poland to Stockholm|Malmo|Copenhagen|Helsinki|Oslo. I'm a software developer, I seek challenges (not only project-wise, but in general), I'd like to make some business contacts and money.

1. What's the demand out there for devs? Any place in particular?

2. Is speaking the local language a must?

3. How easy it is to make some money (high salaries vs high cost of living; taxes; legal paperwork)?

4. Why shouldn't I go to Scandinavia?