In the past decade, various ballots in Macedonia have been marred by accusations of fraud and sporadic violence, mostly clashes between majority Macedonians and ethnic Albanians.
"We've probably had the best and cleanest elections so far. We should all be proud because Macedonia showed its place is in the European Union," Interior Minister Gordana Jankuloska told reporters in Skopje after the voting ended.
Sunday's vote was closely watched by 400 international observers, as the West was keen to avoid any fresh instability in the impoverished country of 2 million people.
Early results will be announced during the night, while official results will be available sometime next week.
Macedonia's bid to join the EU and NATO has been held hostage for years by a long-running dispute with neighbouring Greece over the country's name, which Greece wants changed because it is also the name of a northern Greek province.
However, mindful of the threat of instability, the EU has signalled it might agree to open accession talks with Macedonia this year even without a solution to the name dispute.
But the country's hopes of starting the talks soon hit a snag when the main opposition party staged a two-month boycott of parliament, in protest at having been thrown out of the assembly by security during a brawl in late December.
Under international pressure, the Social Democratic party agreed on 1 March to return to parliament and run in the municipal election.
Several days later, the appointment of a former Albanian guerrilla fighter as defence minister in the conservative government brought hundreds of angry Macedonians to the streets.
Their protests triggered a more violent response from the Albanians, who clashed with the riot police and more than 20 people were injured. Several hundred Albanians torched a bus and several cars and attacked shops in the capital Skopje.