It is not nearly as big a deal as Victoria's wedding in 2010. Madeleine isn't as popular in Sweden; she was known as a bit of a party girl, and moving to New York and marrying a American hedge fund manager isn't helping matters.
However, a Swedish friend who watched the wedding said it was a grand affair and the couple seemed very happy. The weather was great, and there's nothing in the world better than a sunny June day in Stockholm!
UPDATE: Margaret wrote in to say "the 'party girl' image is perpetuated by the media and that and no one minds at all about her living in the States or marrying a foreigner. Her mother, after all, is not Swedish". Thanks, Marg; I am always happy to publish corrections.