I spent a few days in Stockholm and it was winter then. The airfare and travel (as a whole) is cheaper but i won’t advise it. The daylength is so short (sun will rise at around 10 and sets at 2), and most of the time it is gloomy, not even a hint of sunshine. It is so cold you would rather stay at home than go out.
What i enjoyed is the constant snow – everyday (day and night), non-stop! I also like the frozen lakes, cherry (?) trees, and the museums. They have all sorts of museums.
Overall, I enjoyed my trip. I’ll do it again, but this time I’ll make sure that it is summer/springover 6 years ago