EMI studios are located at Skärmarbrink station. Obviously all Rox-related sites are interesting, but the interesting thing from the station is viewing the scenery of the city from the train. I've got to admit it, I didn't get to see EMI...In theory you can see it from the train according to the "Making of Joyride" video. They could've moved. I don't know :)
Polar Studios are on the other hand, more obvious. Impressive location and building site.