Usually we find our campsites from maps. However from experience maps get quickly out of date and are not always that reliable. As soon as we arrive in the area we are touring in we pop into the local tourist information offices and ask if they have up to date brochures on the local campsites. It depends on the country but most TIO's usually have booklets on a local or national level and they are generally free. These booklets also usually tell you what facilities might be on offer at each site and the current prices.
I agree with psmiffy the campsites in the Scandanavian countries are not as numerous as in France but they are some of the best organised. They have national governing bodies for their campsites, you will find full lists of their sites on their websites:
Denmark
http://www.dk-camp.dk/
Norway
http://www.camping.no/
Finland
http://www.camping.fi/template_page1.asp?lang=1&sua=2&s=528&q=y
Sweden
http://www.camping.se/templates/start____4.aspx
For all Scandanavian campsites you will need to buy the 'Camping Card Scandinavia' which you can buy for 7 Euros at your first campsite or buy online before you go. It makes it easier to sign in and gives you a discount on your camp fee, which is usually 2 or 3 Euros off the price, so it will pay for itself in 3 nights.
In Denmark there are the 'Teldsplats' or basic bivouac sites, they are marked on the Danish tourist board
cycling maps with a scout style tent icon rather than the wigwam style icon of the main campsites.
They are usually off the road in small woods and generally have a hand pump for water, a fire place and an earth closet. Some even have sleeping huts as well.
There are also some free bivouac sites around the country, there is a map at this google translated page
here
These usually have very few or no facilities and you will find the rules for their use
here and you can get a book with the locations of all the sites from the
Dansk Cyklist Forbund.
You will also find free bivouac sites in Finland, although these do tend to be in the wilds well off the roads.