1) Salary. In Norway, a PhD is viewed as a job and you are paid accordingly. The salary is designed to be competitive with the nearest outside option; in this case, the expected earnings of a recent Master's graduate. The starting salary for PhD scholars is currently — i.e. early 2013 — a very healthy 416,300 NOK (+/- 75,000 USD) per annum. This is easily the most generous figure that I have seen for a doctoral programme anywhere around the world.
2) Funding. Yes, just a short step away from the previous point, but important to emphasise the distinction nonetheless. In addition to a full I.T. budget (incl. new laptop, secondary monitor, etc.), my classmates and I receive an "annum" of around 5,000 NOK (900 USD) p.a. to spend on books, iPads, software, organisational memberships, accessories... Pretty much whatever we want as long as it has some potential benefit to our research. And then we also have an annual allotment for attending conferences and workshops of around 30,000 NOK (5,500 USD). Again, this is all on top of the regular salary.
3) Data. Especially for those interested in doing empirical work. You will be hard pressed to find a country that has better data on just about any subject you can imagine. (This is true for the Scandinavian countries in general, which is why you so often see studies that draw their findings from this region.) A number of my colleagues are doing work that would be almost impossible to do anywhere else, simply because they would struggle to find comparable data.
4) Exchange. I can't speak for every school (or area of study), but we are strongly encouraged to spend at least a semester, preferably two, abroad. The folks ahead of me have typically gone to top departments in the U.S. (or in Europe). Alongside the obvious benefits brought on by collaborating with people from different universities, these research stays actually have a financial attraction as well. You are taxed less and also receive an extra monthly stipend to help meet costs while overseas. (An irony, of course, since your living costs will very likely be lower!)
5) Language. The standard of spoken and written English is more-or-less excellent across Scandinavia. Moreover, English is the default "tribal language" in the Norwegian academic setting. That's not to say that you won't benefit from learning the local language, but it does mean that you can slot into the system immediately and without any hassles.
6) Lifestyle. There's no point in denying it: Doing a PhD is hard. The workload in first year or two is particularly pretty brutal and your social life will be but a shadow of its former glory until you are done with the core curriculum. That said, there are degrees and cultures of stress, and the Norwegian attitude to creating a healthy work-life balance is hard to match. You've probably seen those international rankings of lifestyle measures and happiness, which invariably place Norway and the other Scandinavian countries at the top. Of course, not everything is simply "better" here and there are a number of things that undeniably frustrate me as a foreigner. The weather can also be harsh and miserable at times; especially for someone whose youth was spent frequenting the many fine beaches of Cape Town. However, even this brings new lifestyle opportunities that I, personally, would not otherwise have had the chance to experience. I've swam in fjords, soaked up the midnight sun, hiked in incredible landscapes, chased the Northern Lights in husky sleds... You get the picture.
And on that note, I must be off. I have a skiing date with the athletic LB. Time to hit the slopes!