it's a great misunderstanding that the vikings were barbaric or uncivilkised. They were amazing warriors for the time, and semi-nomadic at times but wandering marauders is far from the truth.
Canute isn't a great choice. Sone of a descendent of vikings, and a pole, and after the invasion of england and the declaration at sea of his being king he ceased to be viking, but anglo saxon as he wasn't king of any viking tribe or kingdom in the truest sense, more a descendent of nobility - but he was a king of England (or as such, Angle Land)
http://en.wikipedia.org/wiki/Canute_the_Great might help clarify this a bit.
A better option for a viking leader may be Erik the Red, Guthrum, Ivar the Boneless, Ragnar Lodbrok, Rollo, or possibly best of all Skagul Toste.
they were expansionist and mystical too, that's for sure as well as incredibly commercial. There's goods from all over the known world found in their villages including exotic seeds, materials, dyes and so on.
Other cities for them (mostly the slightly anglicised versions to avoid the need for special characters).
Major settlements in the English Danelaw
Jorvik,
Selby,
Whitby,
Grimsby,
Gainsborough,
Skipton,
Keswick,
Eastoft,
Axeholme,
Jarlshof
Minor settlements in the English and Scots Danelaw
Felthorpe,
Lound,
Sandvik
Stenhus
Ravndal
Hulgade
Kirkeby
Thurso
Wick
Sutherland
Kirkwall
Lerwick
Dingwall
Minor settlements in the Normandy Danelaw (Bear in mind it was Rollo who founded much of Normandy).
Miquetuit
Dieppedale
Nez de Jobourg
Other settlements and towns including the Civ3 pack cities
Birka
Trondheim
Bergen
Copenhagen
Reykjavik
Oslo
Stockholm
Birka
Aarhus
Stavanger
Odense
Hareid
Molde
Alesund
Bodo
Karasjok
Tromso
Vadso
Farsund
Risor
Fauske
Karistad
Batsfjord
Hammerfest
Honningsvag
Svolvaer
Haugesund
Sarpsborg
Lillehammer
Elverurn
Falun
Helsinki
Keflavik
Thunderfall
The last bit is a rather simplistic list though historically speaking, For example, Copenhagen wasn't founded by "The Vikings" - it was established by a bishop as a safe haven, and built around and traded from by norse traders and settlers. Similar is true of other names on the list, i.e. not viking settlemnts but viking names for other people's settlements and ones they annexed.
But for the purposes of the game, it'd do I suppose.
Best of luck getting the pack where you want it to be though, with or without busy-bodies like me poking their noses in

Have fun!