In order to find fun places just visit any of the bigger towns. Just make sure you go there during nightfall or night. That's when all the fun is. At least that's what all the swedes think. Here is a description of how swedes have fun:
Before you can start having fun you have to go to "systembolaget" and get something to drink. It's here that they store all the alcohlic beverages. The drinks are not as great or mind blowing as the Galactic Gargle Blaster but they will do just find (since not many of the swedes have ever heard of the Galactic Gargle Blaster, less tasted one). Get yourself a couple of beers, 15 to 20 should do it. After that you're ready to start the fun. Almost every swede is under the impression that the fun should start at someones appartment with lots of people (it's better if you don't know the person who owns the appartment and you shouldn't know more than about two persons at the party). This is where the party begins, about 7 pm. No one is allowed to head out to the bar before 11 pm, this is an unwritten rule at partys. If you ever try to leave for the bar before 11 pm at least 3 persons will answer: What?!? Already?? Are you nuts?? There's no one at the bar at this time, no you stay a little longer. This is often true since almost every swede who knows how to have fun is at some party and wont go out until 11 pm.
When the time comes to leave for the bar two have fallen asleep, another two will on the way down and a bunch of the others wander off into the night to find someone to pick a fight with.
Since every place in sweden closes at 2 am you don't have much time to have fun at the bar. Always remember that you have to have some place to spend the night. To find someone (often that someone is prefferable of the opposite sex) to sleep at you should put to side an hour or so to find that person.
When the clock strikes 2 am it's time to head to that persons place to sleep or, if you're lucky, have some more fun.
REMEMBER: The day after is never fun but, hey, that the price you gotta pay, right?! :)