As for Copenhagen, it was our favorite city to visit. There is plenty to see and do during a three-four day visit and it is easy to get around the city, either on foot or using public transportation. The buses run near all the major sites and run on-time! There is certainly no need to hire a tour guide service in my opinion.
The port is inconveniently located, the weather sucked, public transportation is sporadic, the people are glum and the city lacks charm. We did visit the open-air historical museum, Seurasaari. It is quite fascinating and the hosts at the various attraction are knowledgeable and engaging. However, about half of the exhibits were closed the day we visited (I assume because of the inclement weather.) All-in-all, Helsinki was our least favorite port and we would have preferred not stopping there at all and instead have an extra day in our last stop, Stockholm.
Unless you're going to make the long train ride to and from Berlin for a quick day's tour of that city, wandering around Warnemunde/Rostock on your own is easy. The port is right next to the train station and everything is very visitor friendly. We ate lunch in Rostock at a very interesting gasthaus that specializes in seafood, Zur Kogge. I highly recommend it for lunch. The major things to see in Warnemunde/Rostock are the fishing village and lighthouse at Warnemunde, and the Rathaus, cathedral and market square in Rostock.
In stark contrast to Helsinki, Stockholm has charm and is a visually interesting city. The fact that we only had about 6-7 hours to visit was a huge disappointment, but we made the best of it.