You can host .se domains with any web hosting provider. It's no problem to host international domains like .se on US web hosting. You will just point the DNS nameservers of your domain to your web host.
Just traget out what is your main traffics from. If int traffics was your traget then use ant int hosting company at us, or your traget visitor is insweden go ahead and search one at sweden, as it will speed up your download page more faster
Look for the best offers world wide, Scandinavian webhosting services are more expensive than in other parts of the world which is understandable considering the costs and life standard there. .se hosting firms may be more reliable and give you more security in who is hosting your web-site.
Good Swedish webhosting: http://www.loopia.se http://www.one.com http://www.binero.se http://www.surftown.se One.com is pretty good. You get 500 SEK to spend on adwords and you also get unlimited bandwidth!
I come from Sweden, and there's a vast range of web hosting providers out there, some good examples in the post above by The Dude. If you target the swedish market, I would suggest going for a swedish based webhosting with servers located in Sweden this is a quite important factor for SEO. - Meti