Is there any way to get a generic (country-unrelated) iTunes link? When copying links to stuff in iTunes or Mac App Store, I always get a countrycode-specific link. Is there any way to get a generic one?

If not, will those links resolve to national-specific iTunes destinations when people from abroad click on it?

E.g, might this lead to some other store except the Swedish one?

http://itunes.apple.com/se/artist/nash-the-slash/id160526527
You can remove the country code from the URL, so it reads http://itunes.apple.com/artist/nash-the-slash/id160526527. That gives you a valid iTunes URL, that if opened in a browser (that doesn't auto-open iTunes), appears to be the same as if the link were a US link.
However when any iTunes link is opened in iTunes itself, it will attempt to redirect to the version in the user's local store. I.e. when I click on the link you posted, I get sent to the same item in the Canadian store.
If the item isn't available in the Canadian store, I get a message like this:

So, you should be safe using country-specific store links, and iTunes will handle the redirection as appropriate.