I've done a little research and found that most Swedish universities offer graduate programs in English. Not only that, but the government subsidizes the cost of tuition for everyone, including foreigners. They say that there are very few circumstances when a foreigner does not have their tuition paid for.
I'm thinking about doing my phD there in a few years when I'm done with my masters and done wandering(temporarily). Sounds cool to me. Stokholm Univ. is the birthplace of the Nobel Prize...can't be all bad right?