I would imagine that Stockholm would hold Worlds in either Hovet, (Hovet is used by both AIK and Djurgårdens IF but it's actually very small), Ericsson Globe (used for 2015 Euros) or Tele2 Arena (which is where they have proposed to have the figure skating if they get the 2026 Olympic bid (I think)).
All of them are next door to each other. The nearest T-bana (underground) station is Globen and is right on the site. I've attended a couple of hockey games there in the past and it was very easy to navigate.
In terms of accommodation, it depends on how close you want to be. I think there are hotels very near, but in all honesty, the subway system is really great and easy to use (with only 3 different lines) and so as long as you are near a T station then you won't be far away. There are a few different areas in the city and I guess where you stay depends on what you're looking for! Gamla Stan is the old town (beautiful but expensive), Sodermalm is a more trendy, young area (and very close to the venue), Norrmalm is the city centre, Ostermalm is a posh area with fancy hotels and nice boats, and Vasastan has lots of cafes and parks (my personal favourite).
(Sorry this is so long! Stockholm is probably my favourite city in the whole world (outside my own city) and so I could talk about it at length - I usually only ever read FSU and don't post but my love for the city made me post ?)