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Stockholm i mitt hjärta...
Ok. I am not objective, it is my place of birth
And I admit I've never been in Oslo nor Copenhagen. But Stockholm is probably the most famous as the city is built on islands, and for its huge archipelago.
Unless you prefer snow and darkness to the sun, the classic turist period is "midsommar" around 20th of june (Saint Jean), when the daylight is the longest. The summer is June - July, that is the most recommandable period, as August can be risky but it can also be "warm". Spring is very, very short : it comes late and pass very fast like an explosion. But the most important is to be conscious that the sun is NOT a guarantee, even if there can be fantastic days.

Virgile wrote:

And I admit I've never been in Oslo nor Copenhagen.

... nor Reykjavik nor Helsinki if you intended "large-scale Scandinavia"... but it is not its exact definition.

I only know Copenhaguen, so... Copenhaguen!

I was in Copenhagen, Stockholm and Helsinki. If I had to choose I would be in a problem between Copenhagen and Stockholm. I think I would choose Copenhagen.

I will go to Oslo from April 20th to June 3rd for my job ...

I plan to go a week end to stockholm and another one in Helsinki .... then I could answer to my question

I voted Copenhagen because I live in Denmark (not fair) but then I've been to Stockholm quite a few times and temp is sometimes 10 degrees lower (or more). As to the other 2 never been there but I understand that Denmark has the most temperate weather and the warmest between the 4. Not a very good criterion to use though (I freeze easy ).