There's a Royal palace in Stockholm. And royal palace also means changing of the guard. Good thing in Stockholm is that you really cannot miss where it takes place. It is this huge building in Gamla stan you see the best when you arrive from Drottninggatan. Just walk up to the big place in front of the palace. Or follow the people. It doesn't have to be mentioned that it's quite crowded every day, so be sure to be there early to catch a good spot. One of the really nice things about the changing of the guard in Stockholm is, that it's commented. Usually someone from the royal guards has a microphone and explains what's happening. Both in swedish and in tourist-friendly english. There are some really interesting things you'll learn when listening. Another nice thing is that the changing of the guard is not similar all the time. It can be a ceremony with horses. Or one with the military band playing on horses . Or the military band playing popsongs while walking around in different formations. The program of the next few days is always announced in front of the Royal palace or on the official website. It really is worth watching the changing of the guard at least once when you're in Stockholm. I really like the blue uniforms and everything is a little bit less strict than in London for example. But it shouldn't been forgotten that the royal guards are not doing this all day for the tourists amusement. You can pass by the Royal palace in the middle of the night, they're still there and yes, they also shout at you when you're not walking where you should.
The changing of the guard ceremony in Stockholm takes place every day from the end of April until the end of August at 12:15h, Sundays at 13:15h, in front of the Royal palace and lasts about 40 minutes. In autumn and winter the schedule is different and the change of the guard doesn't take place every day. The guard walks through Stockholm accompanied by the military band before that. Check the official website for the route and special performances.