If you plan on buying a lot of electronics then a transformer when you get back will not be so bad. Moreover a lot of stuff is powered by adapters so it is just a matter of finding one (normally I just match current and if I can voltage (zener diodes or resistors work if not) then chop up ends and swap them around).
PC parts are universal (save perhaps a couple of wireless network cards owing to the different standards used around the world but most work with all the various standard and encryption methods: if you have installed a wireless card on windows the chances are you would have had to select the region).
Consoles have a measure of region locking (either games or whatever video they decide to play back) and perhaps the 360 aside the US (or NTSC territory) is still the place to get stuff from (assuming you do not care much for localised versions). TVs in the EU have been able to do NTSC for about as long as I have been around.
@miruki some states have effectively no sales tax or holidays for sales tax (
http://www.taxadmin.org/fta/rate/sale_vdr.html and
http://www.taxadmin.org/fta/rate/sales_holiday.html ) and the dollar is still fairly weak. (1 SEK = 0.166149 USD as I am writing this). This says nothing of the highest sales tax being less than half EU VAT (with some more than 5 times less). Oh and remember sales tax is added at the till rather than the shelf price (I forget that at least once every time I appear there).
I would however check your local customs laws:
"If you are Swedish resident returning from a non EU-country you can only bring goods with you (not alcohol or tobacco) for a maximum of 175 € or 1700 SEK without paying any duty or tax."
http://www.tullverket.se/en/startpage/keyw...fb80001836.html
(apologies for giving you an English link but my Swedish is non-existent)
Having not dealt with customs there I can not say how lax or not there are either.
To this end it may be worth some regular EU travel or importing.
As for what to get it seems food products (mainly sweets and the like) are what takes up the space although I usually grab a pair of shoes there as well.