I first went there in the early Eighties when the Spanish composer Rodrigo wrote a cello concerto for me. I premiered it there and then stayed to film a TV series on classical music with a singer called Sven-Bertil Taube. Taube is an icon in Sweden - his father was Evert Taube, a very famous folk-song writer who wrote music all about the Scandinavian seas.
Through this I enjoyed the most wonderful introduction to the city, as we were lucky enough to be shooting in some of Stockholm's beautiful old palaces. I got to know the place very well and I think I've been back there at least once every year since then.
Stockholm has been called the Venice of the North owing to all the water, and I would say that this is not an overstatement. The old town is truly beautiful and life is very much focused on the sea.
I wouldn't say that I find anything to do with water inspiring in this country - I think the sea is just an awful grey, cold expanse - but in Stockholm, although it is cold, there's something pure about it. And I love the atmosphere. In the summertime when it's light until very late, it's like there's one giantic street-party going on.
In the centre of Stockholm you have the Opera House and its famous cafe, where I invariably spend a great deal of my time, and there's always this infectious buzz going on around you. At two or three in the morning it's still light and there are people everywhere, simply having a great time.
Stockholm is so unlike other places I've worked in. It is usually quite hard to experience anything of city life, but not so there. I always enjoy my work but Stockholm is one place that I relish going back to and it's a pleasure to be away from home, even if it is for quite long periods of time.
I think it helps that I love the food. I am a great fan of prawns and toast skagen - a sort of upmarket version of a prawn cocktail with delicious mayonnaise - is one of my all-time favourite dishes.
They also have a wonderful dish involving hot new potatoes with cheese and a raw egg cracked on top. It seems a little strange at first bite but now I have become rather partial to it.
The other brilliant thing for lazy British people is that everyone speaks faultless English. And unlike the French, the Swedish really don't mind talking to you in English at all. I suppose I look forward to going to Stockholm more in the summer than in the winter. Summer is a time when the city is surrounded by light, sparkling water and beautiful gleaming buildings.
I do love the countryside as well, and there was a time when I thought that I wanted to move out of the city. But I realise increasingly that I do love metropolitan life. I like to be in a city surrounded by people and to be able to take trips to the theatre and suchlike.
Stockholm offers all of that without the pollution and aggravation of other big cities. I can most certainly imagine myself with a little country house there - although one of the best hotels I have ever stayed in is in Stockholm, the Grand, and I would hate to miss any opportunity to stay there. It's always the first place I head for when I get into town. Straight to the cafe for some toast skagen.
Julian Lloyd Webber's latest CD 'Cello Moods' is out now on Philips Classics.