Sweet Stout is a mixed bag- there are some things that work really well, and some that don’t work at all. You have both the sweet and the roast to contend with, so additions have to work with both
Bourbon and whiskey would work very well with a Sweet Stout. This is almost a no-brainer at this point, with plenty of commercial examples that really highlight the boozy side of things. Along those lines, you could push the smokiness of whiskey and use smoked malt.
Flavors like chocolate, peanut butter, hazelnut, pecan, and coffee might pair with the flavor of a Sweet Stout. These nutty flavors need a sweet backbone, and the roast of the Sweet Stout really complements them.
A Sweet Stout is a potential base style for a spicy flavor. Additions like mint, seeds of paradise, ginger, peppercorn, and pumpkin might pair. These all would be tricky to balance, but would be possible if done in a restrained way. Himalaya House in Colorado does a great mint sweet stout, if you’re looking for an example.
A Sweet Stout is an okay base style for a sweet addition. Additions like apricot and coconut would be a possibility, and other fruity flavors like blackberry and cherry could work as well, although citrusy flavors tend not to work.
A floral addition for instance elderflower might also pair, although this seems like a difficult balance to me to pull off.
BJCP Style: 16A