Jagger,
Just how common were mercenary units during the thirty years war? It seems there were armies raised around recruits of common origin that weren't true mercenaries. I am thinking of the Saxon army that fought with Gustavus.
The answer would depend on your definition of "mercenary" and "pure mercenary", the modern definition of the word "a person who takes part in an armed conflict who is not a national or a party to the conflict and is "motivated to take part in the hostilities by the desire for private gain"" is anachronistic and would exclude many TYW troops traditionaly considered to be "mercenaries".
Specialistist in the field tend to use the terms "military contractor" and/or "military enterpriser" rather than "mercenary". The traditional mercenary recruitment had been based on the contractor being provided with a chash advance and steady pay from the hiring state to raise and mantain the contracted unit. The military enterpriser on the other hand financed and supplied the unit using his own money or credit, in effect investing in the unit in the hope of financial reward.
These defintions focus on finance, supply and adminstrative control rather than than the motivations of the officers and men for joining up. We know very little about why the rank and file went to war but among officers, contractors and enterprisers you can frequently find a complex mix of motivations. (Lots of grey rather than clear cut black and white. Just like the TYW itself was complex conflict rather than the "pure" religious war it was portrayed as in older histories.)
For example the native Swedish cavalry was clearly not a "mercenary" formation yet it is clear than the financial and social rewards of service was a key reason why the Crown seldom had any problems with finding volunteers willing to shoulder the financial burden of cavalry service. (The Rusthållare had serve either in person or supply a man servning in their place, a so called "sventjänare". Regardless of who served the Rusthållare had to provide horse, arms, armour and equipment according to regulations so the investment was considerable.)
The Swedes had a national army but heavily supplemented by Germans. Did the Swedes hire pure mercenary units? And were the Germans typically separate units or integrated directly into pure Swedish units?
Again it depends on what you considered to be a "pure mercenary"? Apart from the Baltic-German units recruited Livonia and Estonia the German troops in Swedish service were not subjects of the Swedish Crown and during the Polish war they could certainly not be considered "a party to the conflict". Yet the Swedish Crown financed, supplied and exercised administrative control over these units to a degree that was little diffrent from the native Swedish units. As the army expanded before and during the invasion of Germany in 1630 Gustavus increasingly made use of military enterprisers to increase army size beyond the limits imposed by Swedish finances. From 1633 onward the Swedes became reliant on German military enterprisers to fight the war and had to content with large scale mutinies when the colonels of the army were unhappy or wanted to force through concessions. Sweden became so indebted to it's military enterprisers that ensuring the "satisfaction" of the army became a key Swedish demand in the peace negotiations.
Other than some officers the Germans served in separate units, in particular from 1635 and onward the Germans were seen as the best troops for the field army while the Swedes and Finns were used as garrison troops due to their reliability. (The training standard of the Swedish conscript infantry became notably lower post-Gustavus and the conscripts lacked both the field craft and the women to sustain themselves on campaign.) However the native cavalry which continued to see action extensivly while the native infantry from time to time supplied a single brigade to the field army. (There are of course exceptions to this, the Wittstock army had more than one native Swedish infantry brigade while the Jankow army had a Swedish brigade but no native cavalry and so on)
It seems captured troops would often switch sides but was it because national/religious convictions were so weak or because they were simply pure mercenaries and would fight for anybody?
Officers enlisting with the enemy was fairly uncommon, they had a reputation to mantain and switching sides carried a greater cost than for the rank and file. Most of the time officers were also better treated as prisoners and had some hope of being released either when a ransom was paid or as part of an exchange of prisoners.
The ordinary soldier mostly switched sides because serving in the enemy army was a chance for pay, food and loot while being a prisoner was pretty dismal even if there was no deliberate mistreatment. However not everyone changed sides and ex-enemy soldiers often had an above average rate of desertion. Preferably the ex-enemy troops were either spread out among existing regiments or moved to a place where they would not be facing their former friends on the battlefield.
In the later part of the war it became increasingly uncommon to recruit prisoners, instead there was established way for exchanging not only officers but also nco's and rank and file for either ransom money or friendly prisoners of war. One side got much needed cash, the other hard to replace veteran soldiers. And of course one thing led to the other, when the common soldiers had some hope of being either ransomed or exchanged they began to be more relucant to enlist in the enemy army.
For a more detailed look of the experience of being recruited into the enemy army as a POW I recomend the diaries of Patrick Gordon, while Gordon's experience occured during the 1655-1660 Swedish-Polish War aka The Deluge a fair bit of his experience would have applied to the TYW as well.
For the professionals who made a living as soldiers there seem to have been surprisingly little lasting rancor and hostile feelings once the fighting was done and a truce or peace was made. For example the Swedes were able to recruit ex-Gdansk and ex-Commonwealth mercenaries by the regiment even though these troops had spent years at war fighting the Swedes in the Polish war. Indeed there was even the possibility of recruiting Polish haiduks and cossack style cavalry but Gustavus forbade such recruitment due to his concerns about the reliability of native Polish troops.
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