We checked out Cite des Industries and Musee des Arts et Metiers in Paris last month - the former is more hands on, exploring science stuff, geared at kids perhaps, but fun for adults too. Exhibits run the gamut - volcanoes, optical illusions, space, sound - there was even a huge big Star Wars exhibition when we visited, though it cost extra and we didn't go in.
The latter has a few hands on things, but is more a museum of scientific achievements focused on industrial developments - there are tons of incredible timepieces, early calculating machines, steam engines, that kind of thing, as well as early autos and aircraft, an early version of the Statue of Liberty, and Foucault's Pendulum. I loved the exhibit of roof structures, stairwells and arches upstairs - but I like that kind of thing. I'd put it on a must see list. As an added bonus, it's practically deserted when everything else is packed, and it's in a gorgeous old building and adjoining former church, which make a great contrast to the contents therein.
There is a terrific Natural History Museum in Stockholm, though that's a ways off your list.
There's also a Natural History Museum in Brussels, but we didn't get a chance to check it out.
Also in Brussels is "Scientastic", which is more of the exploring science type, we peeked in, but it was only open for another 15 minutes when we arrived, so didn't get to see a lot. If that's what you're looking for, it might be worth a visit, but the location and hours are extremely vague. As for location, it's actually down inside the metro station ("Bourse", I believe) and while it's quite obvious from inside the station, the signs at street level are simply letter sized paper with the name "Scientastic" printed on, in multicolours, tucked inside plastic sleeves and taped to the side of the metro entrance. Not exactly high profile. And it's only open for three hours in the afternoon, although if they open for a group visit earlier, the public is welcome to go in too. Basically, if the doors are open and the lights are on, you can go in.
Also in Brussels, and not science, but somewhat related, is the Musical Instrument Museum. It's quite fascinating to see and hear all the diverse instruments and how they developed over time, and the Old England building in which it is housed is an Art Nouveau masterpiece.
That's all I can think of off the top of my head, but check out the "Family Travel" forum for a longer list of kid-friendly museums, we usually put a science-y museum on the list everywhere we go, and there may be some that I've forgotten.
If nothing else, don't miss the "Arts et Metiers" in Paris.
Oh, and though it isn't a science museum, the Paris City Museum of Modern Art (NOT the Pompidou Centre) has a fabulous painting by Raoul Dufy, done for the 1937 (I think) World's Fair that is all about electricity. It's a fascinating vision of the history, mythology and application of electricity, as well as being a pretty dang impressive work of art. The museum is free, except for the temporary exhibits, so it's worth a stop just to see the painting, upstairs in the "Salle Dufy". There's some other good stuff there, too, and plenty that's weird and wacky. We liked it better than the Pompidou.