With a few exceptions, "doing" the Baltic itineraries is very easy on your own. I keep recommending the Loney Planet guide to Scandanavian and Baltic Europe.
We obtained Russian visas in advance and "did" even St. Petersburg on our own.
Freelancing isn't for everyone, but it is for us. We can do 2-3X as much on our own as we can do with a ship's trip. An added bonus is that we save money.
pamda -- CM Utility Infielder