They are both interesting.
With Greece you will have some nice CS allies all game, if you do early quests, because with shared religion, patronage opener and UA you basically never lose any influence. In late game it's a little tougher to get new Allies since you do not have bonuses like Sweden. Greece has the advantage of being stronger early on, you can also demand tribute from CSs because Hoplites are pretty intimidating, and your UA helps with recovering influence fast. Military you can defend well and even conquer if that's what you want.
Sweden is a little more challenging, you need to befriend other civs to take advantage of the GP generation bonus, but that makes other enemies. You can go to war in order to generate great generals but you do not have many military advantages early on. Each GP generated creates some though decisions: gift it or use it. Early on a GP gift will mean guaranteed alliance, you can ally 2-3 CSs that give you nice bonuses and try to maintain the relationship all game. Late game the GP gifts really help you and you can easily ally a CS that requires 200-250 influence, in a short period (with a spy rigging elections and eventually attempting a coup, a GP gift will turn the odds in your favor). It's really fun to play with Sweden and each time things will be different.
One thing that totally changes the game play is if another Civ will also aggressively pursue diplomatic victory. I think Greece is better in this case, because you will be able to keep your allies easier. With Sweden you can pursue a "dark horse" strategy and just get a massive amount of CS allies as you hit information era. The disadvantage is that you do not have a word to say in the World Congress almost the entire game, which is in my opinion half the fun in a diplomatic victory. In my last Sweden game I was beaten to both Forbidden Palace and Leaning Tower of Pisa (wonders that I pursued to make my game easier). The Dutch grabbed an insane amount of CS early on and they clearly pursued DV as they filled Patronage and got Forbidden Palace. I had a really tough time keeping a decent number of CS as allies, and eventually gave up and kept just a maritime and religious one. I never had a word to say in the Congress until the last two proposals. The most I could do was preventing others to declare World Religion and World Ideology. I lost the battle for World Fair and was about to give up, but I continued and eventually I was able to turn the tables with Freedom (Arsenal of Democracy and Treaty Organization). I was really impressed of how fast I was able to gain influence on CS, and I got enough CS by the time I hit information era, in order to become host for the fist time in this game. Sweden is really strong late game.
