Approach the city by either the E20 or E18 highway from the west, or the E4 from the north or south. The roads are clearly marked and well sanded and plowed in winter. Signs for downtown read centrum.
Driving in Stockholm is often deliberately frustrated by city planners, who have imposed many restrictions to keep traffic down. Keep an eye out for bus lanes, marked with buss on the pavement. Driving in that lane can result in a ticket. Get a good city map, called a Trafikkarta, available at most service stations for around SKr 75.