We took the Hop On Hop Off bus in Copenhagen and that worked out fine. We stopped and toured the palace, which was pretty and interesting. I can't say that much stood out in Copenhagen other than the astronomical prices.
Stockholm was my favorite port. There is a Hop On Hop Off boat right outside the Jewel. Although we didn't know what we were doing, we took the first boat straight to the Vasa Museum, which worked out great, We were among the first ten into the museum. Then we continued buzzing around Stockholm Harbar on the board. Old Town is fabulous. It was fabulous even though it was raining. We had lunch in port, did some shopping, and visited the Palace and an imposing cathedral.
We choose not to do the HOHO bus b/c it was considerably more expensive than in other ports. We should have just gone ahead and done it as Helsinki isn't quite as accessible as other ports we visited. We ended up taking a boat tour. Don't do it. It was freezing, for one thing, and all we did was go around dozens of islands and the commentary was always the same: "here is where some rich residents of Helsinki have their summer homes". It was pretty, but not what you want to spend precious time in Helsinki doing. There is a small (might be bigger with better weather) market on the harbor.
Because I was apprehensive about the amt of walking, my husband went to the Hermitage the first day without me. He had a great time and took about a 1000 pictures. On the second day we took the canal tour through RC. Though in time I'm sure it will be a fun memory, at the time it was truly miserable. We chose the sit on the upper deck of the boat in the torrential pouring rain so we could see something as the lower deck's window were all fogged up. We did get some great pics though I was almost immediately sick and still am. Once we ended that part of the tour, the tour guide set off at a astounding pace toward the Peter and Paul Fortress and St. Catherine's Cathedral. One woman in our group had apparently had a stoke and walked slowly. We completely lost them. She never stopped, she never counted people. It was nervewracking as we had been told over and over that you couldn't be in Russia w/out a tour guide. She didn't count heads until an hour and a half later, half a mile away, when we were on the bus. "Oh," she says. "We're missing two people." Really. Everyone in the bus knew who it was but her. I was definately not impressed. I was impressed with Russia itself.
We loved Talinn. Did a tour of the old town and a summer palace of Peter the Great. If we had it to do over again, we'd just do the town on our own, as it's very compact with lots to see and there's a shuttle. It has gorgeous cobblestone streets, medieval walls, great churches, etc.