I have visited both cities in the last two months. I would definitely recommend Copenhagen above Stockholm. I found it a more beautiful and easier navigated city, the people are friendly and helpful and a higher percentage of them speak fluent English.
Hope that helps.
I haven't been to Stockholm (I've been to Malmo, but it was little boring) so I can't comment on that, but Copenhagen is probably one of the most amazing cities in Europe. I'd recommend you to visit Christiania which is a small town in Copenhagen with ton's of hippies/anarchists, cool architecture and friendly atmosphere. Just make sure you don't take any pictures there :P
Both cities are nice, although my personal favourite (by a small margin) would be Copenhagen. The fact that you're going in March (usually still fairly cold, could even see some snow) probably makes it even more so, given that Copenhagen will be marginally warmer (or rather less cold).
I've been to both and like the others said both a nice cities, but to answer your question I would choose Copenhagen. Enjoy your trip to whichever city you choose :-)
I lived in cph. the people are great, relatively small capital city, easy to get around, best to take a boat tour asap this will give you all your bearings for walking. too many things to list....some of my fav....carlsberg glyptotek, tivolli, mus of modern art, change of the guard at the royal palace.
for a great place to eat drink and be merry I recommend THE IRISH ROVER...OR THE DUDLINER....BOTH ON STROGET- the walking street
Both are equally great.
