(EDIT: I have written an updated post regarding this which you can read here). If you have thoughts of stopping at the grocery store to pick up a bottle of wine... you will be sorely diappointed. There are strong laws in Sweden regarding the sale of alcohol. In Sweden all wine, strong beer, alcohol and liquors can only be purchased at state-run liquor stores called Systembolaget. The only thing that can be sold in regular grocery stores is a weaker beer (3.5% or less alcohol by volume).
The good news is that there are many stores spread out thoughout the city, 23 in downtown Stockholm alone. The closest Systembolaget to the Rival Hotel is at Rosenlundsgatan 7 (just 3-4 blocks away). The stores are large and have a huge variety to choose from. The staff is very knowledgable and happy to help you pick the perfect bottle of wine to go with dinner. The bad news is really their opening hours. They generally close at 7pm on weekdays and 3pm on Saturdays and are closed on Sundays and holidays. So it takes a bit of planning, no popping out last minute before a party for a bottle of wine. You have to be 20 years old to purchase alcohol at Systembolaget (18 years old at restaurants and bars). Check their website for more information.