During the winter months very few visitors visit the Stockholm archipelago. If you have the opportunity to get out among the islands on a cold day when the weather is nice you not only get to enjoy the privacy but also beautiful views like this.
Boat tours to the archipelago are limited during winter but several islands have daily boat connections. It is highly recommended! See Waxholmsbolagets Journey Planner at waxholmsbolaget.com. And if you have experience of skating perhaps an arranged skating tour can be tempting?