I can speak for Norway a little bit as I live here. If you're going in January then you are probably best doing a proper 'winter wonderland' sort of trip. Although Bergen is indeed a lovely place, that time of the year you'll just have cold miserable weather and nobody around. It's a place much better appreciated in summer. The same could be said for fjord appreciation. Tromsø oop north is a great hub for winter tourism - you can explore the place yourself, go up the mountain railway, etc or sign up for loads of organised activities - northern light chasing, reindeer slegding, snow cave building, trekking, introduction to cross country skiing, ice fishing, snowmobiling, etc etc - you name it. Me and the wife had a great few days up there and were incredibly lucky with the Northern Lights. You're wallet will be absolutely raped though!
More so in Norway than the rest of Scandinavia - but you didn't choose Scandinavia to save money, right?!
Iceland would also be worth a visit. Very beautiful surreal scenery and cool stuff to do like glacier hiking, hot springs, volcanoes etc etc. Pretty cheap there too relatively.
Otherwise, if you dont fancy all that winter stuff just spend the whole time daarn sarf in Stockholm, Copenhagen etc and consider it a city break. I'd agree not to bother making a particular effort to go to Oslo.