Tip: Do not take the NCL shore excursion into Stockholm (we took the "Stockholm On Your Own" NCL Shore Excursion). Way too expensive and you have to report to the Lounge at 7:05 AM!!! Totally unecessary. We were dropped off in town by the bus before 9:00, but nothing opened before 10:00!! We met friends who just took the train in themselves around 9:30. Faster and less expensive (the train schedule is posted in the Shore Excursion office on ship).
We recommend that you take the boat cruise and wander around the market near where the boats depart. The Old Town is well worth a half day wandering around. Try to catch the changing of the guard at the Palace.