iCal in OSX makes it easy subscribing to external calenders, and two such feeds you will definitely want to have are holidays, and (at least if you live in Sweden) week numbers! However, it turns out that at least most Swedish holiday calenders over at icalshare.com were pretty crappy, as none of them seemed to have been updated for 2009 yet...
But luckily I stumbled upon this nice feed generator over at Oops.se! They have customizable holiday feeds for Finland, England, Denmark, France, Sweden, US and Norway, as well as week number feeds for Sweden and US. Best thing is, they are automatically updated so next year you will automatically get next years holidays! (Remember to set iCal auto-refresh feature to Weekly.)
(For the lazy swedes out there, here is the current Swedish holidays iCal feed as well as the week number iCal feed.)