Oslo, Helsinki, Copenhagen, or Stockholm in February

I've been to all those places but in the summer. I would rank them:
Copenhagen
Helsinki
Tie between Oslo and Stockholm. But It would be interesting to experience winter in any of those cities

My wife and I did Oslo, Gothenberg, Copenhagen last summer. We were in Stockholm the summer before.

Personally, I like Stockholm by far the most of those cities and Copenhagen the least. Copenhagen is by far the most touristy if that's what you are looking for.

If you go to Stockholm, I'd highly suggest taking a day or two out in the archipeligo. You can take a ferry out to most of the islands directly from downtown.

You might consider Bergen as well as it's supposed to be beautful and easy access to the fjords in Western Norway.

We stayed at the Hotel At Six and got a great deal on it through Amex. Very nice hotel, fantastic breakfast, and really good location. Right downtown and a 5 min walk to the central subway or train station. Highly recommended if you can find a good price.

Thanks HGG! Should be a fun trip! I've got to get my Germany/Switzerland finished here soon

SAS usually runs cheap PE fares to DUB in the winter which was always great for a United PQP run.

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Thanks, I'm not a big fan of the cold so this could get interesting

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Also, to appropriately set expectations, the days are quite short during the winter. February should be on the incline of longer days, but, definitely different than summer. Enjoy.