I just claimed my VAT back in Stockholm and it was so easy! I didn't have to do anything at Customs, just went to the Global Blue counter right as you come in the airport and they stamp everything there. The only thing he asked to see was a Burberry bag I'd bought, and then he issued me a receipt for everything with an ID/tracking # and said I'd receive the refund to my card within 5 business days. I hadn't done a ton of shopping b/c we still have a week in Iceland left on our trip, but the 5 min it took to get $350 back was totally worth it!