I'll play as Sweden and keep good relations with both the UK and Germany in the early years, then swing whichever side seems to be winning after a few years.
Germany is crumbling? I'll depose Quisling and try to take a few desirable Norwegian provinces.
Soviets being ruthlessly double-teamed by Germany and Japan? I'll see if I can't take a chunk myself... and after that I'll let Finland know that I need a land connection to my newly-acquired territories, I'm sure Hitler will understand.