Consuela - the Swedish laws don't ban prostitution. And a key factor to the success of the policy is education for the police and the public and support for women who wish to leave prostitution.
There is no stigma placed on the prostitutes. The stigma is placed where it belongs - on the john's, pimps and traffickers.
avaboosmummy, AFAIK, a lot of feminists who support moves to make buying sex illegal, are former prostitutes. Andrea Dworkin who is credited with being one of the first people to envisage a policy which criminalises the buyers and treats buying sex as predatory behaviour, which is both violence against women, and a barrier to gender equality, was a former prostitute. Of course not all prostitutes support such policies and not all feminists are prostitutes, former or otherwise. I think there is a pretty big overlap though.
If you were to come to the centre I volunteer in, and asked for help to exit prostitution, you would be asked what you needed and every attempt would be made to provide you with it - these needs vary from woman to woman. Some need help with substance abuse, some need a safe space away from a pimp/abusive relationship. Some women need training/a job, nearly all women need childcare. All the woman I have had contact with needed someone to listen. Really listen.