Well, it's very much dependent on which of the three kingdoms was dominant going into the union, but if you're thinking of a neutral venue, I think Gothenburg is a really good location for it. Not only is it pretty much on the spot where Denmark, Norway and Sweden met until 1645, it's also roughly equidistant between the three capitals (Stockholm is a bit further away than the other two, but not really by that much), it's got a great natural port, and when Karl X Gustav had his dreams of Scandinavian empire, he envisioned it being the capital.