I've traveled with three kids in tow so forgive me if budget seems to be at the top of my priority list.
Italians love family. It's a great place to pack kids. I'd expect this to offer the best value of your three locations. I'd suggest considering Spain as a really good alternative for family travel. Spain has great history, is very affordable, it's much cleaner and better maintained than Italy, and it's very safe (with possible pickpocket exceptions in the big tourist centers, particularly Madrid and Barcelona). I personally avoid the Costa del Sol; for me that's all resort and no culture. If you're going in the high summer months, I'd stick to the northern coast (San Sebastian/Donostia, Bilbao, etc.). Like Italy, summers can be really hot in the south.
Of the three, Sweden is probably the most safe, and the locals speak very good English. I'd recommend Copenhagen, Denmark, however, as the best jumping off point for a visit to Scandinavia. There are a lot of day and evening activity choices and the locals speak perfect English. Scandinavia is a place to visit in the high summer months of July/August.
I never recommend Switzerland. I don't want anyone to experience sticker shock based on my recommendation. If prices aren't an issue, it's lovely and I'm sure completely safe. Switzerland is also a summer destination because the mountain weather will be the most reliable (though still variable) in high summer months.