No specific tips really- most places will be pricey, but not necessarily that much more than expensive places in the UK (I'm guessing by your name you're used to Edinburgh prices). Söder has probably the best choice of places to drink at that are easy to find and some not desperately expensive. If you're heading out there from Gamla Stan or Norrmalm (train station etc) then on the way there's a place under a roundabout called Debaser that is sometimes worth a look both for drinks/club. If you're into jazz, there are decent gigs from time to time- most obvious place is Fasching, near Central Station.
To avoid the worst of the prices, take some spirits, or head to Systemet (Systembolaget – the state's offy) on a friday (before it closes- there will be queues) to stock up, just in case.
Free stuff worth doing during the day in early March? Hmmm… Wander round some of the parks? The amazing cemetery (Skogskyrkogården) is probably one of my favourite places. Moderna Museet on Skeppelsholmen is worth a look in if there's something on you're interested in- not too expensive either.
So, cemeteries, off licences and something you have to pay for to get in. Not much help there. However, Swedish girls love Scottish guys -pasty, short, spotty drunks being something of a novelty apparently, and ginger is (I'm told) seen as particularly exotic. Have fun.
