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I can recommend Stockholm Plaza. Rooms a little on the small side, but good breakfast (included in the room rate), convenient location (though a long way from the main train station and bus to airport, though a cab wasn't prohibitively expensive).
We spent a week at the Lady Hamilton in late '99 and loved it. Very charming, great Gamla Stan location - lots of good restaurants and shopping nearby. Small, but very clean and well appointed rooms.