Saluhallen "the market house" in the neighbourhood of Ostermalm (Östermalm) is so pretty. Here you can shop for delicacies or just have a stroll.
Secret tip: There is a free public bathroom, really clean also, where you can sneak in. (But don't tell anyone!)
Directions: The metro station is called "?stermalms Torg". Just get off the train there and ask your way, it's really close...