Price wise, Denmark is the by far cheapest one. So if you struggled with danish prices don't go to Norway.

On different notes: Culturally it's very similar, if you're not nordic you'd just classify the differences as different local quirks. Nature is basically terrain opposites, Denmark is flat with gently rolling hills lots of farmland, interspersed with forests, fjords, heaths, sandy beaches. Norway is rugged mountains with fjords cutting deep valleys, and wide forests on the mountains.