The appeal of sea skating is simple enough: Where else can you skate for hours without going in circles? But lacing up your skates and heading out to sea requires a leap of faith, because the ice has a very distinct and dangerous boundary where it meets open water. The trick is to stay close to shore, and Stockholm—set in an archipelago of some 24,000 islands that help bind the ice—is the ideal spot. By February, much of the Baltic Sea around Stockholm has frozen solid, and packs of Swedes wearing freeheel speed skates head out for day trips. Join them and you'll cover 20 miles in a day and make it back to town in time to hit the Berns nightclub, in Berzelii Park. "Skating along the ice edge is one of the most exciting experiences there is," says Anders Tysk, a guide with the outfitter 30,000 Öar. But be sure to carry the requisite ice-testing spears—and an ice pick, just in case. (If you feel sea swells beneath your feet, turn back quickly.)
OUTFITTER: 30,000 Öar; three-day excursions, including skating equipment, lodging, and meals, $960; 30000oar.se. When the skating is over, you'll stay in town at the 19th-century Smådalarö Gård manor house, a waterside hotel with a wood-heated outdoor pool and a movie theater. Feel like splurging? Order the 1970 Chateau Lafite-Rothschild ($636) from the extensive wine cellar.