Dr. Steve Murdoch of the University of St. Andrew's has recently made me aware of the Scotland, Scandinavia and Northern European Biographical Database or the SSNE. The result of a research project by Murdoch and Dr. Alexa Grosjean, which ended in 1999, the database has been hosted for a number of years by the St. Andrew's Institute of Scottish Historical Research.
Within the database is biographical information on about 7700 individuals from Scotland, Wales, England, and Ireland who at some point appeared in records in Scandinavia (including Finland) or Northern Europe between 1580 and 1707. The researchers had uncovered upwards of 60,000 names of Scots in muster rolls, but transcribing all of those names would not have furthered the goals of their comparative work. You simply can not analyze the activities of people if all you know is their name and that they were in the Swedish Army. Therefore data was selected to aid in comparative research so includes those individuals who fit certain criteria and were also found in more substantial records like court and church records. For more information on the database visit this page.
Keep in mind that while this database is useful for genealogists, it was not designed for them - otherwise they would have listed every name that appeared in every muster list. So do not despair if you ancestor does not appear in the database. My ancestor, Eric Andersson Kirby, didn't appear and he was an officer who was ennobled in 1645.
If you are a student, the database could be a useful gateway to finding a research topic on migration of Scots in Northern Europe, the role of British and Irish merchants in Poland, or perhaps a biography of an individual like Alexander Leslie, Earl of Leven who happens to be the first person listed in the database.
To use the database you must first register, which is easy and free. Then create a user name and password. You can either view the records or search them. While looking through 7691 records would be tedious, it might be useful to look at a handful just to get an idea of the terms to use in the search fields. At the beginning of each entry is an id number for that individual and just to the right of the id number is a little yellow box with an arrow in it. Click on the little yellow box and you will be taken to the known biographical details for that individual. There are several search fields that can be tried in any number of combinations. While some like rank or nationality must be exact, the fields for surnames and forenames are formatted to take into account a variety of spelling.
Have fun and good luck searching for your Scottish emigrant!