I live in Denmark and can confirm that you earn a fortune and then give it all to the government and spend what little is left in the very poor and very overpriced supermarkets.
As far as I know, the tax is a little lower in Norway, but the supermarkets are even worse and more expensive.
If you can stand the never endingly dark and cold winter, it seems like an awsome place to live. However, I didn note that in my father-in-laws Norwegian cycling magazine, they were all wearing winter gear all through the summer months…