Kringle is super tasty. Sweet and flakey with a just-right filling of almond paste and raisins.
Larsen's Danish Bakery is in Ballard Neighborhood, just North of Seattle Washington, or you can order online.
Livejournal has more information about the Ballard neighborhood.
One of my favorite spots (and my kids when they were younger) is Archie McPhee's a great place to browse, for funny gifts or toys, in person or online.
Ballard is also home of Scandanavian Specialties, a bakery/gift shop. My wife and I used to drive down there to buy frozen Norwegian Torsk (cod) which we boiled and had with potatoes and butter.
Speaking of cod, some of us like to eat a fair amount of lutefisk around Christmas time. We had lutefisk, Swedish meatballs and lefse, as always for our holiday dinner. Oh yes I can't forget the pickled herring. I love good pickled herring (not the big mushy stuff thank you). We get it from a store in Everett that used to be owned by a Norwegian and was taken over by a man from Korea. He kept the recipe for the pickled herring and it's as good as ever.
According to the Ballard News Tribune the popularity of Lutefisk is on the rise. I'm sure you skeptics think this might be a Ballard media conspiracy promoting lutefisk, but I'm buying into it.
Lutefisk gets a bad name. Cooked right it can be very good, light and mild. It's not for everyone, of course nothing is.