Nowadays, temperature data is becoming easy to get hold on. There is many locations on the web holding data, covering many many years. The best place I have come upon is listed below together with their "commercial":
THESE DATA CAN BE USED FREELY PROVIDED THAT THE FOLLOWING SOURCE IS ACKNOWLEDGED:
Klein Tank, A.M.G. and Coauthors, 2002. Daily dataset of 20th-century surface
air temperature and precipitation series for the European Climate Assessment.
Int. J. of Climatol., 22, 1441-1453.
Data and metadata available at http://eca.knmi.nl
I tend to use average temperature data from Copenhagen (Landbohojskolen), Denmark (close to Malmoe). There is a lot of data available (1874 to 1999). To get a little more recent data, I also use data from Hammer Odde, which is only a small bit further northwest in Denmark. (1984 to 2005).
For those living in other places off Sweden, it can for example be pointed out that data also exist for example for Stockholm.
For those wanting to experiment, but not willing to try to fetch the above data themselves, I have created a web page allowing you to make calculations on electric heating cost and comparing different heat pumps to see how heating cost can be reduced.