The probably-last book in the Millenium trilogy is another great read.
The characters are interesting, and you love the good guys, hate the bad guys, just as you should. It's a fascinating insight into both a political and legal system that are almost unbelievable to North American readers. The bad guys - in this case, a secret group inside Sweden's equivalent of the CIA - are practically pussy-cats compared to CIA black-ops people that we've read about in American fiction (and perhaps non-fiction, too). The whole story is based on the premise that the spooks are protecting a troublesome Russian defector, and covering up an increasing number of his crimes, long after the cold war has ended and he is no longer of any value to them (if he ever was). A fictional American agency would surely have put a bullet in his head a decade earlier, but the Swedes can't even imagine doing that.
On top of that, Sweden apparently has honorable and trustworthy politicians! It would warm the cockles of my heart, if I knew what those were...
The only downside to the story is knowing that there is a fourth book, and that it will likely not get published as Larsson's family claim the rights, but his partner has the actual text.