Steen's a safer bet, no doubt. But if both players attain their potential, then Nilsson is the player I would want. I don't think a player like Steen will lead a team on the international scale to victory; he could be a leader on the team, but not the guy to propel the offense to victory.
Nilsson has that capability. So for the original question of this thread, I would say Nilsson is the player to select.
BTW, Nilsson had two great hits in his own zone, and also made an excellent play down low at one point in his own zone. Regardless, I suspect both players will be in the NHL sooner rather than later, and I hope both succeed as they're both likeable players.