If you want to get up to watch the northern lights, rather than staying out all night I would suggest staying outside of town, otherwise you will have a lot of light pollution. on the topic of light pollution Check the phase of the moon and its location. I used Stellarium for the location and just google 'moon phases' to make sure It's isn't going to be a glaring full moon.
While booking my Trip to Tromsø I found Wikipedia gave a time window for when Tromsø would be in the 'Auroral zone' in this case the window is 1800 to 0000 basically 6 hours so you don't need to stay up all night.
Other options would be to take a group tour overnight, that way others can wait up all night and wake you when the show starts. I have found plenty of these again for Tromsø, though I imagine there would be similar trips all over Scandinavia.
There are Auroa Forcasts which can give you a good idea if staying up is worth while. and how far north you need to go to get a decent view.
There is also an email subscription for solar events which have the potential to increase Aurora activity.
Live camera from northern Sweden. This British site has links to camera's in Finland and Norway. Its worth noting the camera's aren't really live as you need a multi second exposure to capture the northern lights.
Solar forecasts on twitter, a KP of 4 is considered active. I can't seem to find a twitter feed for Scandinavia there are ones for Canada and Alaska though.