Sweden is always cold so getting a decent setup to keep warm is important if you want longer dives or anything that resembles a proper diving season.
This is what I use:
A thin set of skiing undergarments. Mainly used as a wicking layer and to keep the stuff that is harder to wash from getting that musky smell too soon.
One set of long socks, thinsulate, standard skiing version
A thinsulate vest, 200 g, Santi makes these.
A custom fit Santi BZ 400 (400 g thinsulate). This undergarment is the best thing since sliced bread.
Dry gloves, latex seal and no rings
A pair of thin, long sleeve dry gloves. I have the sleeves of these under the BZ 400, through the latex seals to be able to equalize the gloves and keep my wrists warm. This is enough for 45 - 60 minute dives above 45F.
A slightly thicker pair of gloves, thinsulate version with short sleeve, fingertips cut out. For added warmth in water temperatures around 40F or longer exposures. Allows fairly good manual dexterity combined with good warmth.
A special ice hood for the really cold dives. You pull it over your regular hood and it covers almost the entire face. A small area is kept open for the mask and regulator. Looks like this:
http://stockholmflygfoto.se/tessi/res/default/ishuva.jpg
http://stockholmflygfoto.se/tessi/res/default/ishuvainaction.jpg
My last dive (yesterday in fact) was 82 minutes. Surface water temperature at 48F and bottom temperature (below 15 feet) at 39F. I had a leaking neck seal which had me wet from the front all down to the legs. Poured out about half a gallon of water from the suit at the end with plenty left soaked up in the undergarments. It was unpleasant but not truly cold. The Santi undergarments work very well even when wet.
The thing that makes the biggest difference for me is bulking up on the chest combined with keeping as much of me as possible dry.