I see several users in here reading the Millennium trilogy by Stieg Larsson.
Another very appreciated author back here in Sweden is Jan Guillou who has written everything from spy/thriller books to historical fictions.
One especially good series is about the crusades circling around the Knight Templars in the 1100s spanning over 3 books:
# The Road to Jerusalem, originally Vägen till Jerusalem, (1998)
# The Knight Templar, originally Tempelriddaren, (1999)
# The Kingdom at the End of the Road
More info can be found here:
http://en.wikipedia.org/wiki/Arn_Magnusson
You will certainly get a lot of Sweden's medieval history if you decide to pick it up.