Orlando, Florida to London, England
You will have immigration on arrival in London, then customs (as I said above, just a walk through). These immigration lines are often long; expect it to take an hour. Be pleasantly surprised if it's faster, and don't be too upset if it takes longer (if you have young kids, prepare them).
London, England to Gothenburg, Sweden
Frank II is correct. You will have immigration on arrival in Gothenburg (going from non-Schengen to Schengen), but no customs (both are EU). Be aware that London has six airports, at least as far as the airlines are concerned; make sure you go to the right one!
Stockholm, Sweden to Munich, Germany
No immigration (both are in Schengen) or customs (both are EU). Similar to a domestic flight in the US; when the plane lands, you just make your way out of the airport with no "formalities."
Paris, France to Orlando, Florida
You will have passport control on leaving Paris, as it's your exit from the Schengen zone. You will not deal with customs in Paris unless you are trying to get refunds for VAT (if you want to do this, allow extra time). On arrival in Orlando, you will go through immigration, then pick up any checked luggage, then go through customs (not a walk through; an agent looks at your form and may ask you questions, or may just stamp the form). Again, how long immigration and customs will take in Orlando is hard to predict.
Airport ATM's are usually well signed, but if you're feeling unsure, do go the official site for each airport to see where they are.