If you want a white Christmas do Stockholm (whether you do both depends on length of time) - very unlikely to get snow in Rome at all never mind Christmas (in 2010 they had snow for first time in 25 years in Rome - so at Christmas as well is highly unlikely). I have been to both places (from UK) and only Stockholm says Christmas to me (as PP said Scandinavians do Christmas beautifully), going with two little ones and with the benefit of knowing someone there I think Stockholm would work better (maybe do a trip to Lapland while you are there?) If I was you that is what I would do. My DH has picked up the saying "Local knowledge is da bomb!" from somewhere but is so true -in my opinion you will get far more out of a trip if you have a local that can inform you and maybe show you the ropes. My memories of Stockholm seem to include more kid friendly places than Rome (both pre-kids) and Rome is a dirty city IMO. The VASA is an old ship in a museum that was dredged up from harbor and preserved - fascinating, and there is a lovely zoo/nature park called Skansen, as Stockholm is a collection of islands just going between them can be fascinating and I imagine quite beautiful if there with snow on ground and ice(I was there in summer). Someone I met via this site, has just moved back to Stockholm - I will direct her to this thread - she might be able to contribute with why is good (or not) place to go at Christmas (although she is back in Mel for Christmas holiday).