We really liked Stockholm. We wandered around Gamla Stan and then visited the Vasa Museum. We ran into some trouble with public transportation, so be aware of that and always allow for extra time when you're DIYing.
Sadly, we visited Helsinki on a Sunday. The main things to do there are visit churches, which we did very easily, but a lot of stuff is closed on Sundays. Too bad. I'd recommend sleeping in a bit if you also visit Helsinki on a Sunday.
This is the crown jewel of the trip and the whole reason for taking the trip in the first place. The four of us did 2 full days with Anna from Anastasia Tours, which was expensive but absolutely the right choice. Anna was fantastic (pretty, friendly, and gave us more fun random facts than other guides gave), so I'd highly recommend requesting her.
We originally planned to tour the concentration camp AND Malbork Castle with a guide (AllGdanskTours.com), but we had to cut back due to a job loss. We ended up just visiting Malbork. It was nice but not particularly awesome. This might have been a good thing to do as a ship-sponsored excursion since no one spoke English and a guided tour might have been nice. Then again, we got to wander around and take photos at our own pace.
I especially enjoyed Oslo. We went to the Vigeland Sculpture Park first thing, which was great since it's open during daylight hours. It's a photographer's dream. Then we wandered around in the main part of town to see the cute buildings, buy chocolate, and see Munch's Scream at the National Gallery.