The answer really depends on your background/accomplishments and whether you would be working for your own company or for another company. Oftentimes, for entrepreneurs, the best and easiest option is the E-2 investor visa, which is available to Swedish citizens.
Since my goal is US citizenship and I’m in-between projects right now I’m open both to working for my own company or for another company.
I have a master’s degree in engineering physics. I’ve had senior leadership roles in two VC-backed startups (one of which I founded and was CEO of). I’ve been covered in the press, by regional newspapers and national tech media. I’ve spoken at a number of tech/telecom conferences. I’m the inventor on a handful of patents.
We should talk. It sounds like you'll have a good argument for a green card which then leads to citizenship. The question is which path to take in the short-term and the strength of your background likely would allow you to get an O-1 through your own company or another.