In Ærøskøbing, the main town on the island of Ærø, I'm staying one night at Pension vestergade 44. This place comes highly recommended by Rick Steves, and Paul specifically mentioned it and it's hostess, Susanna, when I had my trip consult on Saturday. There are lots of photos on their web site, but it looks so charming, here are a few to entice you to click in and see them.
Here's the front of the Pension:
View from the garden in back:
The sitting room (so even if the weather isn't nice, I can just sit and relax):
I've also booked four nights in Stockholm through Airbnb.com at a small B&B.
It's in the Södermalm district, easily walkable and accessible via public transporation.