yes, I have. Iceland, Norway, Denmark. Have only been to Sweden in the Airport.
I must say that everything is relative, For instance, I find Iceland so ridiculously expensive that foreigners (Europeans included) can't afford much. Norway comes in second, followed by Denmark as a distant 3rd.
The mainland Europeans wil soon move up in that category since their appetite for Taxes and higher wages will be their downfall in the future. It only takes so long before the global marketplace will shift due to the exhorborant cost basis.
The Scandinavian countries are more expensive to outsiders because you lot fail to compete.
Our currencies seem expensive because we swing a better sword.