Canute the Great
He accompanied his father on Svein's invasion of England in 1013 and, when Svein died the following February, the army declared him king. However, the English had other ideas and recalled from exile Ethelred Ill-Counsel, from his exile in Normandy. Canute, aware that he needed to cement his succession in his father's principal kingdom, Denmark, returned there (though not before pointing out his displeasure to the English by savagely mutilating the hostages they had given his father for their good behaviour).
In Denmark, he found his brother Harald had succeeded to Svein's throne, and was willing to assist Canute to challenge for England. Ships and men were assembled, and the services of two formidable captains were secured, to bolster the 20-year-old's military skills. Eirik Hladir was the Danish jarl or sub-king of parts of Norway; Thorkell the Tall on the other hand had been Ethelred's man until recently, but now switched to the younger man's service.
Canute landed in England in summer of 1015, and found the kingdom in disarray, not least because of the sinister Eadric Streona who had murdered two noblemen, and encouraged King Ethelred to seize their property and the widow of one. He now elected to switch sides and turned up to offer support to Canute. Wessex and Warwickshire fell to the Danes, and although Ethelred's son, Edmund, tried to link forces with Uhtred of Northumbria, Canute struck north via Nottingham to York, killed Uhtred (giving his earldom to Eirik), and then sailed south for London.
At which point Ethelred elected to give up the mortal coil and be gathered to eternity. Edmund was proclaimed king in his stead and he fought a valiant defensive campaign until Canute offered a compromise whereby Edmund took Wessex (the major sub-division of England) and Canute the rest. (It will surprise no-one to learn that, among the honest brokers of this deal was Eadric Streona, although the exact details of his ulterior motives are lost to history).
With consummate timing, Edmund died only months later, and Canute succeeded to the undivided throne. Thorkell the Tall was rewarded with an earldom in East Anglia, and Eadric received Mercia -- for the few months till Canute executed him. Wessex was awarded to the English Godwin, thereby initiating a family's rise to, and fall from, the throne, a generation and a half later. Canute also took time to marry Emma, daughter of the duke of Normandy and widow of Ethelred, thereby both strengthening ties between England and the Norman duchy, but also reassuring the Christian population, since she was a very devout woman. (He had previously been sharing a bed with one Aelgifu, a Northampton woman, but she, and her children, were by the marriage excluded from the succession).
He governed firmly, but fairly, taking the last danegeld and using it to pay his fleet off and send it home. In 1019 Harald died and Canute crossed to Denmark, assured himself that his succession there was safe, and left governance there to one of Thorkell's sons, and his own son Hardicanute. Canute also tried to conquer Norway, installing Aelgifu and her son Harald, but their rule there withered, and they returned to Canute's side. He also faced a disagreement with his former ally, Thorkell the Tall, but after a brief period of exile for the earl, the two were reconciled around 1023.
He also found time to visit Rome twice, in 1027 and 1031, part of a policy of piety which also extended to making liberal gifts to the church from time to time. In 1031 he also visited Scotland and forged an alliance with Malcolm II which settled the border and allowed two other northern "kings" (probably Macbeth prior to his elevation to the Scots throne, and Margad of Dublin) to offer him submission in return for peace.
When he died, in 1035, Hardicanute succeeded him in Denmark, whilst in England Harald seized power, first as regent for Hardicanute, then as king in his own (elected) right, holding it long enough for his half-brother to secure Denmark against Magnus of Norway, and assemble a fleet. Harald then died, and Hardicanute took England as well. After his death, in 1036, his daughter Gunhilda of Denmark, was married to the Holy Roman Emperor, Henry III, as had been agreed between Canute and Henry's father, Conrad II.
Canute, though initially a raider and an invader, appears to have truly loved England, more perhaps than his Scandinavian homelands, and that despite the fact that, in effect, he became one of the most powerful rules of his day, and could have lived in comfort wherever he had chosen.