Things they've done since the last election includes lowering taxes a bit (more planned for this term provided they can get the budget approved), cut spending on some of the more worthless things (more planned), removed a ban on nuclear research (which might lead to more nuclear power plants, or atleast old reactors being fixed and opened again), tried to clean up among the variety of welfare cases, trying to get people who've been on disability to work again in any fashion, even if it's just part time (many of those involved in these back-to-work programs have reported being happier, eating better, sleeping better, and generally feeling better about themselves).
They've also gone tougher on criminals - some of the policies and laws from here would blow your mind. Basically, before these changes, if you were under 18, you wouldn't be actually punished at all, not for theft/robbery, not for rape, and hardly even for murder. Also, if you were under 21, you'd still get a more lenient sentence, which pissed people off quite a bit. This have changed now, what with a recent murder case where the killers where 17 at the time they commited the murders, and thanks to the changed policies, they got 12 years, (abhorrent to you I'd guess, but remarkably tough here).
Some government monopolies have gone the way of the Dodo as well - pharmacies for example used to be a .gov monopoly, even for OTC stuff like aspirin. Now I can get aspirin at any gas station or 7-11, and regular pharmacies have been privatized, and more are to open up.
Also de-monopolized - vehicle inspections. Now any private actor can start up inspection stations.
Now I'm just waiting for the .gov monopoly of selling alcohol to go away as well
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Sadly, none of the parties expect for the Libertarians, who I think got a staggering 50 votes or so, are in favor of improving self defence laws, or making stuff like pepper spray OTC (or hell, just OTC and registered, even that would be a huge improvement).
As for immigration, we're simply taking in too many people. Numbers I've seen claim about a 100k or so per year, of these, about 5% are actual refugees...the effects this has had on society includes vastly increased spending on welfare, considering that in some ethnicities/nationalities, the effective unemployment rate is close to 100%, with people sitting at home smoking weed or chewing khat all day. Also crime levels, particularly rape has spiked to absurd levels. There sure as hell wasn't any gang rapes in this country when my parents grew up. Now, they're common enough that they are hardly mentioned in the papers. Same with murders really. I used to be shocked reading about murders etc when I was younger, now I just expect it.
This is partly the reason why the Sweden Democrats have finally gotten into Parliament - people are getting tired of us being the welfare office for every third-world country on this planet.
IMO, it's also rather bad taste for any of the parties to say anything about the Nazi past of the Sweden Democrats, considering that they themselves supported the Soviet Union during WW2 (the left party), were heavily into eugenics and forced sterilizations which didn't end until the 60's or 70's (all parties except the Green party and the Christian Democrats, who didn't form until the 80's and 60's respectively), supported Apartheid (Moderates), covered up their ministers *expletive deleted*ing underage whores (social democrats), is allied to a party led by someone who only quit calling himself a communist because of political tactics (green party and social democrats), and so on.