You will find that the shore excursions offered from any ship are very similar since all cruise ships actually use local tour providers to conduct the tours in any specific port of call.
So, the tours offered by one ship will not vary much from those offered by another ship, especially if you are talking about the same cruise line.
I have not done Holland America's Baltic cruises, so I am not sure. I can tell you that in Russia you must either book a tour or get an independent visa from the Russian Embassy (not easy to do).
Especially for a first-time cruiser my recommendation is to stick to the ship provided tours until you get a feel for what cruising is like. I am sure you will be satisfied.