I know I'm not a big time poster on this board, but I do lurk and follow it. Seeing as I'm Norwegian myself, I'd like to chime in. Seems like you guys have done most of the discussing already, so I'll leave the issues at the door, and simply come up with concise suggestions for my own country; I don't know enough about Danish and Swedish history to say.
Norway
Leaders (listed in my opinion from most important to least):
*Harald Fairhair - Aggressive, Expansive - The man that unifed Norway into one Kingdom, and our first King.
*Haakon VII - Charismatic, Creative - Norway's first King after regaining independence from Sweden. He was a major driving force behind the Norwegian resistance against Nazi occupation, and an extremely popular regent. I'd particularly like to see him in, as he deviates a lot from any other possible options for Norwegian leaders, and gives more variety.
*Harald Hardrade - Aggressive, Imperialistic - Judging by this thread, the most well-known of Norwegian Viking age rulers, probably because of his invasion of England. He was an aggressive King, evident by his epithet, which means "Hard ruler".
*St. Olaf Haraldsson - Aggressive, Spiritual - The man credited for completing the spread of Christianity in Norway, by missionary and sword both.
Unique Unit:
*Milorg - The members of the resistance movement in Norway during WW2. As saboteurs rather than soldiers, I think a Spy with a movement rate of 2 might be in the ballpark. I'm suggesting this because they're more trademark Norwegian than, for example, the longship, which the other Scandinavian cultures can lay as much claim to.
*Hirdsmann - Another possibility; in Norwegian history, the hird was the King's retinue, a rather impressive small-scale force, somewhat comparable to knights in Europe as a whole. They'd probably be swordsmen, though; possibly without a city attack bonus, but with either a higher base strength, or better at city defense or so.
Unique Building:
*Stavkirke (Stave Church) - While these were built in Sweden and Denmark also, all but one remaining stavkirke to this day is found in Norway, and is without a doubt the most "Norwegian" of any suggestions I can think of. Being a rather small church, I'd suggest it to be a temple, with an added culture bonus.