Hi Pedaldog!
By rule of thumb, the more remote/secluded the more ok it is!
I would not place my tent to open or close to larger residential areas (or leave any valuables in the tent). Mostly because of my own wish for privacy. There are some high-rise areas in the larger town´s with groups that are up to no good, like in most countries. But these are areas you only pass trough.
I did find it a sad when I returned from my solo trip in April, rode from Singapore to Kunming, China, and heard that a mate of mine had been robbed by a gang heading back from a MTB-ride! I was out for five month and had hardly seen a grim face! But this flaw of western culture is in my view less widespread in Scandinavia. But I do believe that if one is aware of it, and act preventive, it is very unusual that negative situations take place!
Large(population 150.000+) and medium(75.000-150.000) size town´s in Scandinavia(Denmark excluded) are setup differently than in the UK or on the continent. They don´t grow continuously from the centre and out. When a new residential area is added the Council usually leave a forest in-between for people to use for recreational purposes. This more broken up type of towns make it easy for nature-campers to find good spots only 5-10 km from the major town centres like Stockholm, Gothenburg, Helsinki, Oslo etc!
The regulations of public access in Sweden and Finland are very relaxed, as is the population about it since most are into different types of outdoor activities. Most people find it charming to see someone is making use of that patch of grass at the lake, when they are on their evening walk!
In Denmark there is a different general attitude because of the weaker public land access law. They are more densely populated and most land is cultivated or developed for industries and residential areas. They do have a good system of farm-camping that is cheep(at least they had on the lovely island of Bornholm, recomended for cycling!)
My experience of Norway is that they permit nature-camping in remote areas, but not on private land or near cities, but I might be wrong.
If you like to stay close to the town centre and can only find an open spot in sight of a town. Then cook your dinner and put up your tent later in the evening just before bedtime. Do take in account that the sun set very late in the summer, if at all in the northern half!