Hi Margaux93-
First, congratulations! Cruising on your honeymoon sounds like a great way to start things off!
We did a 14-night Scandinavian cruise in 2007. While it's been 2 years, I can't imagine the rates would be that much different - and if anything, the Euro and Pound were much stronger then than they are now. Shopping will be lighter on your wallet, hopefully.
A couple of answers, but please remember they are only my opinion!
1) The cost for a tour in St. Petersburg will be well worth it. We were in St. Petersburg for 2 days. The first day we did Catherine the Great's Winter Palace (Hermitage Museum) and Peterhoff Palace, along with a stop at the Church of Spilt Blood. This tour was totally amazing and worth the all day adventure...probably from 8 AM until 4 or 5 PM with a "typical lunch" at a local hotel. Again, amazing and I believe it was the most expensive tour on that trip, about $150 per person. Do it if you can afford to, as the experience is once in a lifetime. The tour was very comfortable on a nice coach. The second day in St. Pete's we just did a 4-hour walking tour with a stop over to shop. This was only about $35 or 40 per person.
2) Depending upon your itinerary, Celebrity usually contracts bus service from the pier to downtown, or at least the shopping district. My other half and I went to the bookstore and purchased three good books before our cruise: Rick Steves, Frommers and another - which gave us all the walking tours, which we did ourselves in Helsinki, Talin Estonia, Warmenunde, Copenhagen Denmark and Stockholm Sweeden. You can do many of these cities on your own, but do purchase at least two good travel books, as they have very decenet city and street maps, along with highlights you wont want to miss. I think the only Celebrity sponsored excursions we did were: St. Petersburg Russia, Oslo Norway (you have to see Vigeland Park, a must --but you can take a bus or taxi from the pier) and one other, but I forget now-
3) I'm glad you bring up Warnemunde! Listen, we stressed over "what to do" there...and ended up taking the light rail over to Rostock (35 minutes). We did not hear any positive feedback regarding Berlin (and it's a loooong distance away). So we took the train to Rostock and walked the old town, found the gateway to the old city, had lunch at a beer garden, vistited a Cathedral (St Marys?), shopped and trained back to the pier. When we got back to the terminal, we thought we would check out Warnemunde, and just walk down there. I am so glad we did. We could have kicked ourselves by not checking out this wonderful town first. If you've ever been to Carmel, California - you will love this town. Very quaint shops, dining, lighthouse museum and an amazing stroll. We spent 4 or more hours there and could have done more. The beach is right there, and a wonderful coffee shop / restaurant right on the beach with nice relaxing chairs and chaises in the sand. Definitely do not miss checking out this town...not at all the dark and dreary Berlin we saw from videos and travel articles - IMHO.
Lastly, here are some of our highlights that I remember off the top of my head:
St.Petersburg: Hermitage and Peterhoff Palaces
Oslo Norway: Vigeland Park (wonderful outdoor statutory!) Take a taxi
Talin Estonia: Walk there from the ship, Old Town is wonderful with the old cobblestone streets. You can spend all day in Old Town, very charming and picturesque.
Warnemunde: The town is right on the water, don't miss it!
Copenhagen Denmark: We walked this town too. Find a boat tour through the canals in Nyhavn! This is the beautiful buildings which are on the water, you've seen the postcards and pictures, very famous. The tour is around $20 US I think, but worth it! About 2 hours long and will take you past the Little Mermaid, Nyhavn and past the Royal Ships...it was beautiful, and the boats are open and very nicely narrated. Don't miss!
Stockholm Sweden: We walked this too, and found old and new town...side by side. We loved old town, found some amazing shops, restaurant and museums all on our own.

, I was hell-bent on finding "Swedish Meatballs"...and I did! They were the most wonderful I've ever had, served with lingonberry jam and mashed potatoes...soooo worth it! You must watch the "Changing of the Guards" in front of the royal palace. It's free, takes about 45 minutes and IMHO so much more colorful, fun and worth watching than Buckingham Palace!!! Line up along the street, right at the corner that goes UP to the palace for the best view. Get there 30-minutes early to people-watch...but the actual procession is around noon-ish, but double check. This was one of our highlights!
You'll have lots of fun on this cruise. If you have any questions, don't hesitate to ask.
Happy cruising and congrats!