I've never been to Stockholm but have visited Rome in March. There is so much to see and do but it is very busy. I loved it it has a real buzz about it. Also not very far away is beautiful Italian countryside you could do day trips or short overnighters as well. My fave Italian city is Florence (swoon just beautiful). Anyway I digress, could you do both? When I was travelling I used skyscanner dot net as an engine to find cheap flights between European cities. It was great.
You may be able to do a white Christmas in Stockholm and then enjoy Roma for the remainder of your holiday. Depending on how much flights home are it may be cheaper leaving from Rome otherwise just book a cheap return flight to Stockholm in order to come home. OR do Rome before Xmas then fly to Stockholm and back for Xmas.
Depending on your priorities and time, you may be able to train it down to Italy making a few stopovers on the way and see more of Europe. You get to see a lot of countryside on the train and have less pesky preparation that you get at airports (ie security checks and checkins) But then of course that makes it more of a European holiday than a Sweden/Rome one. Can you tell I love travelling? Lol.
Good luck and how exciting for you. I think it's a wonderful idea.
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