Many say that hitching in Sweden sucks. But it works too! As anywhere in western Europe, the motorways are the holy temples of car driving religion and someone standing on them is commiting blasphemy. But you can hitch on the on ramps. Better bring a good map, so that you won´t find yourself in an impossible place.
Border crossing: Sweden is in the Schengen treaty. This treaty is rather well respected at the Finnish and Norwegian borders but often violated at the ports where the ships from Denmark land or at the bridge from Copenhagen. Swedish customs are known to easily harass people of other races. They also enjoy doing strip searches without substantial reasons that are required by the rules. If such services are offered to you on the expense of Swedish tax payers, tell the customs that you´ll contact the parliamentary ombudsman later. However, the experience has shown that the parliamentary ombudsman is not interested.