Some downsides with Stockholm:
(1) It is difficult to make friends in Stockholm, because Swedish people are generally very reserved;
(2) It is very dark and cold most of the year; and (3) Summer is short.
Like Seattle but colder and darker. Example: Seattle in mid-December is typically mid-40s F with sunset around 4:15pm, while Stockholm is typically mid-30s F with sunset around 2:45pm. Also, more snow, but actually slightly less cloudy.
I've lived in both, and I think I prefer Seattle a little bit. It's pretty close though, because while Stockholm is colder and have shorter days for a longer period of time, Seattle is gray for literally 200 days straight. Stockholm can be pretty gray too, but you get nice winter days pretty often, with white snow and sunny days. Summers in Seattle are preferable though, very dry compared to Stockholm.