Gwladys Fouché (yes, her name is spelled like that) says that now is the time to visit Stockholm:
In May the Swedish capital comes back to life after its long winter hibernation. The moment the sun is shining, locals pack the terraces of cafes and restaurants.
Interestingly, her colleague Andy Turner visited Copenhagen in November and found the timing just right:
The sun may be in short supply at this time of year but the Danish capital is still a perfect winter getaway. The festive season is celebrated in style – bars and restaurants become snug candlelit affairs, ice rinks pop up across the city, and you’re never too far from a steaming cup of glogg (think mulled wine on steroids) or a warming aquavit (Danish schnapps).
My take on this is that both cities are, well, cities and that means that something is happening all year round. Visit Copenhagen in November and December and the place is full of Spanish and Italian tourists (!).
One tip for the rugged individualist could be to check out Stockholmtown.com which among other things has a very practical booking service for hotels. Visit Copenhagen has a similar service but since I’ve never used that, then I can’t say how good it is.