True, Clinton, Shadow should be a big guy; but I was thinking more of affect and intensity. And since most actors are tiny, Johnny Depp could look tall if he needed to...
Peter Fonda or Keith Carradine spring to mind but they are way too old.
There's a guy who was in Session 9 (can't remember his name) who'd be perfect now that I think of it...

Vin Diesel isn't an actor in my book; just a dumb bald hunk of meat.

As for Wednesday being Scandinavian, he didn't seem to be described that way in the book; big and imposing, more like. But in that case, maybe someone like Philip Seymour Hoffman or Ed Begley Jr.?