I tried to but....
customs in Sweden confiscated it...as did TSA in Chicago with respect to my bottle of Aquavit (the duty free shop at the Stockholm airport did not put it in the right kind of bag). I did, however, wander quite a bit in Stockholm (and a little bit in Uppsala), and never once felt uncomfortable or unsafe--including a rather long walk to dinner at night.
As for diversity in Sweden, there is VERY little (at least in comparison to the U.S.). Heck, you would see a much more diverse group of people shopping at an IKEA store in the U.S. than you see on the streets of Sweden. In fact, almost all of the overtly non-Swedish people I had contact with were cab drivers--then again, that's not any different than here in the U.S. Blame GPS mapping systems, I suppose. Without it a foreign-born cab driver with limited English proficiency would have a hard time surviving in his job.
And since I do not care to jump into the silly debate going on over Sweden being the rape capital of the World/Europe, crimes committed by immigrants, etc., I will make a couple of points here. First, Sweden is not really the rape capital of the World/Europe. The reason their stats are so high is due largely to the way in which they collect data and what they include within the definition of rape. Sweden even has something which translates as "minor rape," which is what Julian Assange has been accused of. Here in the U.S., a lot of what Sweden defines as rape would not be defined as such in the U.S. Also, I have read that in Sweden each incident is rape by the same accused person against the same victim is counted as a separate act of rape for purposes of reporting data. While here in the U.S. that would often result in multiple counts in an indictment, it typically is not counted as multiple acts of rape when it comes to crime statistics.
As for immigrant crimes in Sweden, it is absolutely true that the crime rate is higher among immigrants. I'll leave it to others to debate the significance of this fact. I will say, however, that I think that one significant factor throughout Europe with respect to immigrants is that European countries generally do a really poor job of assimilating immigrants into their population. In part, I think that's due to cultural differences between Europe and the U.S., including our long-standing tradition of being a melting pot.
All in all, I enjoyed my week in Sweden. The people are nice, everyone speaks fluent English, the food is great, and there is quite a bit to see and do (especially in the summer).