Stockholm to Chicago is most definitely not Iberia.

I'm surprised at how many people simply think that they can book separate tickets and be protected against delays, check their bags through, etc.

I tend to go the night before. The only thing worse than missing the long haul flight is arriving 6 hours too early and having to wait around the airport for the check-in desk to open. Just go the night before, chill out in a hotel, then check in normally the next day.