Swedes are famous for being organized to a fault... and this goes for providing tourist information as well. The Stockholm Visitors Board does a superb job of helping tourists plan their visit as well as helping them once they've arrived. Their website is full to the brim with information of where to visit, eat and shop as well as things to see and do. It is constantly being updated and is therefore a good place to see what events are going on in the city. You can also pre-order your Stockholm Card here. One can even book a private authorized guide via their website. As a concierge, I find this website indispensable.
Already in the city and need help? The Visitors Board has a great Tourist Information Centre located in Sverigehuset (The Sweden House) across the street from the NK Department Store in Kungsträdgården. Be advised though that they will be moving to a new location adjacent to the central train station in September 2010. Here you will find maps, tips, brochures for all attractions in and around the city as well as a pleasant staff that can help you book tickets, guides, places to stay and generally guide you through the city and archipelago. You can also buy the Stockholm Card here! It is open daily all summer long...
Besides the main tourist information centre in the city, they also have one located in Arlanda Airport at terminal 5 arrival hall and smaller information counters at terminals 2 and 4.
General tip: Be informed and prepared before travelling to Stockholm (or any city for that matter). Your hotel concierge and the tourist centre staff will be able to give you better information and recommendations if you have a general idea of what the city has to offer or what you are interested in seeing/doing. Doing a little online research and viewing a map goes a long way...!