We went to Rome in December 07, supposed to be for eight days. It was cold, but not freezing. Some of the days were blue skies, but I mostly wore a beanie, jacket and scarf. We found by day 5 we'd done everything we wanted to do and were looking to travel elsewhere in Italy (but family circumstances brought us home early). We found that things are in close proximity, so you can knock over a few touristy things in the one day. We dedicated one entire day to the Vatican, and one to the Colosseum, but everything else fit into the other couple of days. Being winter, it's very quiet, so you can get around quicker without the crowds. I didn't recognise the Spanish Steps to begin with because there wasn't thousands of people sitting on them!
If you go to Rome, a tour of the Colosseum is a must - it's awesome to do it with a guide. The Sistine Chapel runs on short hours during winter, so if that's on your list of things to do, find out when it's actually open. We got there 15 minutes after the doors had closed for the day and we weren't able to return
We found it to be cold and dirty, but my mum went in summer and found it dirty too, so may not be just a winter thing. There are lots of homeless people and stray animals. The locals are friendly enough and willing to help and do well with English too (DH's background is Italian so we could communicate either way). We were caught off guard a couple of times with ordering dinners - the meals don't come with sides. If you were to order a parma for example, that's all that would be on your plate. A salad or vegies to go with it are regarded as extra dishes and charged accordingly. We stayed in a 3 star rated apartment, which fitted into our very small travel budget, was clean but had paper thin walls and the guy singing opera in the room next door at 3am got a bit much
I think if you were going for any longer than a week, I'd be inclined to get a car/rail pass and travel out to stay in the regions. We saw Venice and Florence and adored both, wishing we had spent a lot longer in Florence than we did in Rome.
I've done Rome in winter a few times, less people around. I spent a month in Italy in Dec/Jan and it was great, wasn't too cold (but I had just been in Austria/Switzerland skiing for 6 weeks). We also continued through South of France, Spain, Portugal, Andorra (for more skiing) before heading back to Amsterdam. We had the car so it wasn't that bad to get around (except I loathe driving where there is black ice, left that for my BF).
I'd probably not do Stockholm in Winter, you'd not get to see a lot with the cold and dark weather. I'd rather save that trip for spring/summer/autumn.
Have nothing practical to add other than to say what a fabulous idea! Having a white christmas is definitely on my bucket list - how amazing would that be!
I live in Stockholm with my family and I think it is one of the most beautiful cities ever, extremely child friendly (eg bus trips are free if you have a pram, there are heaps of great museums for kids) and in particular December is a lovely month, with gorgeous traditions such as Lucia (google it) and people putting lights in their windows to counter the dark.
Here are some points for you to think about:
it is dark - the winter solstice around December 23 is the shortest day of the year with only a couple of hours of light. When I pick up my son from preschool at 3, we have to rush to the park as it gets dark at 3.30pm
in Stockholm, snow is not guaranteed at Christmas - it just started snowing yesterday - it may or may not be below zero, it has been freakish weather this year and +10 a few days ago. If you wanted guaranteed snow, try Åre or one of the other snow-holiday destinations
one of the tough things you will need to keep in mind re: cold weather is that getting out the door with kids is even harder.
if you are contemplating going for more than a week, i suggest you consider sub-letting someone's place to save on accomodation costs, given that half of sweden migrate to Thailand for Christmas anyway
it is exxy when travelling there - keep an eye on coupon sites for tour, restaurants or attractions discounts. Even if you don't speak swedish you try groupon.se, with the help of google translate, you could usually tell what the service/product is
Having said all that - I would warmly recommend you visit, providing you are mentally prepared for the dark. (Infact, the winter lights up north are beautiful). I heart sweden!
We will be back there on Monday the 9th - so if you have any more questions, I can answer them for you from there!
We have decided on Stockholm. Mainly because we know someone there, will most likely get snow, and I would prefer to do the whole of Italy at once. (My 30th Birthday).
Thanks for your reply Tanyaya! May be picking your brain a bit Have found The Stockholm Card, which I think will be the best value for us as it gives the free transport and entry to most of the museums and things. We can get one that lasts for 5 days, and the girls are covered by it so it is super cheap.
We are thinking of taking the train to Gothenburg for a few days, but aside from that, were just going to stay in the city. I don't fancy renting a car, and have totally zip experience driving on icey/snow roads. Plus really don't want to take the car seats if we can avoid it.
Do you know of any websites I can search for apartments? At the moment I am looking at the Rica Talk Hotel, purely because of their child-friendly focus... and I know Charlotte will get a kick out of having her very own breakfast buffet! Plus, for the few weeks we will be there, it is fairly well priced, breakfast is included every day.
I had a look into Lucia and I am so looking forward to it, it just seems magical!
I must say I was amused to read that smoking almost everywhere is banned, even at the bus stop, but that restaurant's need only provide a non-smoking area! lol
Anyway, having a lot of fun researching and planning already!
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Have found The Stockholm Card, which I think will be the best value for us as it gives the free transport and entry to most of the museums and things. We can get one that lasts for 5 days, and the girls are covered by it so it is super cheap. 
Plus, for the few weeks we will be there, it is fairly well priced, breakfast is included every day.
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