First stop was Copenhagen, this is a great place and easy walkable from the port. The port area has some nice shops, but things are cheaper in town. The little mermaid is 5 minutes from the ship, don't get confused with the big concrete one outside of the shops. Just follow the path from the ship, walk around the marina, follow the path and the statue is right in front of you. It is very small but usually there is a crowd round it so not hard to miss. Keep following the path and this will take you into the centre of the town past the palace.
Stockholm, you can walk it but it will take about an hour, either pay through the nose on the shuttle or follow the blue line and get the number 1 bus. It is a nice enough place but not for us, so just take it on face value.
Helsinki, You will need to get the shuttle; this is provided by the town and is cheaper than RCI. It is a long way out and a quite complicated walk. It is a lovely place, don't miss Stockley's or the open market on the town harbour, I can't praise Helsinki enough. Take a look at the facade on the railway station you may recognise it from batman's Gotham City.
Great palace and gardens, with the bonus of being able to take photographs inside the rooms.
Peterhof Palace Rating:
The gardens, fountains and palace are spectacular, but you can't take photographs inside the Palace. there are a lot of market stalls outside on the carpark where you can get souvenirs at a fraction of the price on the ship, don't forget to bargain the price.
Not worth paying for a shuttle unless you have mobility issues, it is an easy flat walk into town. Tallinn is a beautiful place with something for everyone, well worth eating out on this day. Don't miss the old town, accessible from a lot of steps from the main square. There is also a winding road but this will take a little longer. There is a nice cafe part way up the steps, good coffee and cakes.