If you had time to visit only Frederiksborg Castle or Drottningholm while visiting the Scandinavian countries, which would be the best option. We will be there end of May early June.
That is really a matter of personal preference. So have to tell us a bit more about what you are actually looking for.
We were disappointed with Drottningholm as the castle interior was pretty shabby in comparison with Fredericksborg castle. It was also pouring with rain on the day we went to Drottningholm and was too wet to enjoy the gardens. We visited Fredericksborg on a lovely, sunny day. As Australians we are also somewhat biased in favour of Denmark due to Crown Princess Mary being Australian.
We enjoyed the beautiful gardens at Drottingholm where Sweden’s royal family lives. We usually don’t care to go insides of castles, palaces but we did go in. We recommend it for trip out and back by boat and the gardens. Our Swedish friends had recommended that we visit this site.
Besides the green suburban location, some people like to see the intact (quite rare) Baroque Court Theater at Drottningholm, visited only by tour ticket, not independently. You can get there by boat, AFAIR.