You can't do Russia at all without a visa or having booked a tour through the ship or with state sanctioned tours like DenRus and Red October. Oslo could be tight if you want to see certain sites which are far flung like the sculpture garden, the nordic Museum, the ski look out -- we found the ship tour (Celebrity -- sailing end of May) to be a better way to get everything in as locating transport would be time consuming. Princess docks in tin-buck-too in Stokholm from what I have read -- an hour train ride to the city, so you will be very limited, but all that I have read says that the Old Town, Gamla Stran, is where you want to hang out anyway. Copenhagen seems to be doable on foot, alone, as does Estonia if you are stopping there. Since I will be on a different ship -- itinerary, timing, ports may be different. Hop on over to cruisecritic.com -- there is a board/forum just on the Baltics and it is extensive -- everything you probably ever want to know and there is LOTS, especially for Russia.