I'd go with the ATM. There's one that's just outside of the baggage claim area on the way to the taxis and trains. There are no fees for ATMs in Sweden, from the Swedish bank's side, although you'll get dinged by your bank for whatever their foreign transaction rate is.

Oh! And about taxis: Taxis have a flat rate for Arlanda to Central Stockholm and vice versa. It should be between 470 to 550kr, or so, but there will be a sticker on the car that advertises the flat rate. That's the cheapest for that route, I understand.