I love Stockholm because it's so small I know my way around most of it yet big enough to still surprise and delight me. There's always a lot of different things going on, so no matter what your interests are you can always find something to do. It's very close to nature too, to the water in particular. You can swim and fish in central Stockholm without risking your health. Just outside the Opera house is a good spot for salmon trout, apparently.
Plus, Stockholm is beautiful.