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We have worked with DHL, UPS, TNT, FedExand the Postal Service, and we have no real preference. When you come up in larger volumes you can start negotiating better price terms, and then the difference may be clearer. In our experience, the Postal Service, has the poorest service.
If you haven’t reached the volumes to use the courier’s discounted price lists, and you are interested in the lowest price, you can look at 4:th party services. For you in Sweden you can take a look at sendify.se. You use their online system to compare the prices from different couriers in real time. Maybe someone can recommend similar services from other countries?