I live in the north of Sweden, well halfway up if you consider the length of the country! Ryanair fly into Skavsta and Vasteras, and there is a regular bus service to Stockholm right outside the terminal. The train services are very good, with connections directly to Arlanda airport and other destinations.
I have travelled by road across the bridge from Denmark, an easy journey into Sweden, with very good road systems...I have also driven from Stavanger into Sweden, if coming through Norway, watch for the speed camera's and have money for the toll roads.
My kids have just arrived in directly from Edinburgh to Arlanda, a couple of hours flight and then connections north. Depending on which airline you use, you will have some walking to do for connection to domestic flights. SAS and some other international flights use T5, SAS domestic operate from T4, T3 for smaller domestic airlines and BA (and others) operate from T2.