Hi,
Unfortunately I didn't see this topic until now, I hope my advice is still of value.
As for nudity, I need some clarification. Does your daughter prefer not to wear a bathing suit or do you fear she might be exposed to nudity on common beaches and around pools here?
In case one, like most countries small kids aren't required to wear bathing suits and the age limit is 7 to 8 years I'd say. Parents decide.
As for risk of being exposed nudity. The only form of nudity that might be seen (rarely) on regular beaches is bare breasts. Generally there are rules re. toplessness and it won't take place at hotel pools and spas.
Even though Sweden is known for being more liberal than most countries we are still rather prude. I'd say we are a lot like average Americans.
You mentioned Stockholm, I'm sure you know about Skansen and the zoo and all the museums, and the Old City, which is my favorite part of our capital.
I also recommend Gothenburg, stay there a few days, there are some great museums and the coast and surrounding archipelago is quite an experience. Don't miss out on the Stockholm Archipelago either, go by ferryboat and spend a day in an environment you won't find anywhere else on this planet, a kind of Swedish heartland, an era gone. I grew up by sea so it has a special meaning to me. Very calming and very different to what you'd find in the US.
If you feel like traveling further, check out Santa World, it's a Santa theme park, kids love it:
http://www.santaworld.se/default.asp
I also recommend Copenhagen, the capital of Denmark, just a few hours by train from Stockholm and if you plan on visiting Denmark too, don't miss Legoland in Billund.
There's also a web community for Americans living in Sweden:
http://www.amerikanska.com
It is a very friendly place, pop in and post a message and you'll have another twenty things to fit in your schedule within a day or two.
The Baltic sea is always a bit chilly, in the end of August, early September water temps are usually approaching 65 F in the south of Sweden but there's always the option of bathing in a lake, especially in the evenings, the water is warmest at that time.
Good luck and have a great stay here!