Best place to be during these days are probably the churches who have a nice program during Christmas with singing and speeches. It’s a good feeling during a holiday like this.
Here are some recommended churches:
Sofia Kyrka
http://www.svenskakyrkan.se/sofia
Close to Borgmästargatan
Buss 3 to Åsögatan
Katarina kyrka
Adress: Högbergsgatan 13
Subway to Slussen or Medborgarplatsen and a walk.
Storkyrkan in Old Town
http://svenskakyrkan.se/stockholmsdomkyrkoforsamling/julens-gudstjanster-i-storkyrkan
If that is not your style welcome to the crazy Sale that is on during Christmas and New Years!