Go for a sauna and massage, or hire a private Turkish bath at the Sturebadet. Head to the beach (yes, really): sandy Flatenbadet is better suited to brisk dips than topping up tans, but it's a popular spot when there's even just a wink of sun. In winter, go skiing in Flottsbro, or skating in Kungsträdgården Park. The Moderna Museet has a superb collection of Swedish and international art. More than 16, 000 paintings and sculptures are housed in the National Museum on Södra Blasieholmshamnen. The open-air museum Skansen on Djurgården recalls the Sweden of bygone days, with flora and fauna, farms, manor-houses and craftspeople at work. The Vasamuseet: the Vasa is the world’s only surviving 17th-century ship. Watch the changing of the guard (12.15pm on weekdays, or 1.15pm on Sundays) daily in the Outer Courtyard of the beautiful Royal Palace. Biblioteksgatan, near Stureplan, has a concentration of upmarket shops. On Hornsgatan are irresistible interior design and art shops. Södermalm has many secondhand and antiques shops, as well as one-off boutiques and skater shops. For handicrafts and knick-knacks, visit Gamla Stan (the Old Town). Don’t leave without visiting Östermalmshallen Market on Humlegårdsgatan. In a characterful building next to the flower market, it’s a huge delicatessen selling every type of top-quality food you can think of, with bars and restaurants to stop off in. Get a boat out to the archipelago of Vaxholm in summer and have a champagne picnic (ask the hotel to pack you one). Or sail to the Royal Swedish Yacht Club (two hours from the central port) and visit the pretty beaches and harbour at Sandhamn, on the island of Sandön.