Since I haven't read THE GIRL WITH THE DRAGON TATOO I can't participate in that discussion thread, so I thought I'd start one about the Kurt Wallander books by Henning Mankell. These are police procedurals that take place mostly in southern Sweden, and mostly reflect on the changes in Swedish society.
Wallander is a very interesting character, full of self doubt and never sure he's on the right track, but his heart is in the right place and he keeps trying. So far I've read FACELESS KILLERS and THE DOGS OF RIGA. Honestly, Mankell's style is not one I usually like - heavy on narration, short on action and dialog - but in these books it works well.
I'm a big fan of the Martin Beck series by Per Wahloo and Maj Sjowall, which was ran from the mid-sixties to the mid-seventies and addressed the changes in Swedish society at that time, and I think there are some similarities to the Wallander books.