The Wasa - Awesome bit of history!
The South Island is nice to wander around.
Take a boat trip.
We really enjoyed the open air museum, Skansen. Basically they've relocated buildings from all over Sweden and have people working in some of them carrying out crafts in period dress and manner (eg a Saddlemaker).
Take the rooftop tour of one of the buildings in the old part of town - I get vertigo, so it was partly a case of doing it in spite of myself, but the views are great (and yes they do it in the winter too! )
We got around using the Stockholm 'Borris Bikes' - Worked well for us and cheap.
We had a great long weekend in Stockholm, enjoy!
Probably not much help if you're looking for places to go clubbing, though
M