Good thinking, Sven. Brilliant idea, buy a 240z.
But I would recommend you to find a sound car in California, if possible with minimal rust. Take your time, search ebay, search US forums like this. When you got a candidate, contact the seller, ask other forum members for advice. No rush.
For transporting, there is a company, California Shipping (http://www.calship.com). They can ship to Scandinavian ports for really good prices. And, BTW, it is owned and run by Swedes!
I used them to transport mine 240z from LA to Oslo for just $895 - car came in a container, secured in a very professional manner. No problems at all.
Transport within US borders can be more expensive, I guess (correct me, US guys).
Import tax is another story. Here in Norway, cars older then 30 years are taxed very low (we refer to such car as "veteran bil") - this is what is called in English: historic vehicle, tax exempt. Check rules in Sweden - could be very similar. First registration date can be important, at least in Norway it counts as car's "birthday". If you are unable to document it, then 1st of January of next year after production year is used - so, to be on safe side, buy 1972 model (no "flattops" will be another advantage.
There are Z-car clubs in Sweden. Try to contact them for advice, here are some links:
http://www.zclub.nu/
http://speedfreak.nu/
In continental Europe 240Z's are very rare. I sometimes check German site: http://www.mobile.de - they may have up to 500.000 ads, but none of them for 240Z. Unbelivable to US citizens, I think. And yet another reason to have one - it's gonna be a real head turner here.
Sven, good luck with your purchase and feel free to contact me via PM. Maybe we can meet each other, somewhere between Stockholm and Oslo - driving Z-cars of course.
Les