A couple of additional ideas:
An Indian restaurant serving very good food at reasonable prices is RESTAURANT SHEZAN at 33 Havnegade, right opposite where the ferry to Malmo leaves from.
Second - If you like Mephisto shoes but hate paying the exorbitant prices charges in the US, there is a large "concept" Mephisto store on the Storget. They have styles that are not sold in the US, and I picked up a pair that Nordstrom sells for $280 for about $156 (after VAT refund etc). Ask for Tina.
Edited for typo
[This message has been edited by Non-NonRev (edited 04-26-2003).]