Have done 2 versions of the Scandanavia / Russia cruise. First one left from Dover, England and the second one lefit from Copenhagen.
Must sees in my opinion
St. Petersburg - WOW, so much here, but the Hermitage (1/2 day tour fine), the canal boat ride gave a nice perspective and Peterhof Palace. Our canal boat tour gave us an overall perspective of the city combining both the bus and the boat. You dock in an industrial port and it is about a mile back into the port. My recommendation is to do everything thru Princess on this.
Helsinki - we docked close to downtown and you could have easily walked. Lovely city, city center is the hub.
Gdansk - dock in Gydinia and definitely take a tour to Gdansk, and if you can, include Sopot (spelling?) in the tour. Bit of a drive to Gdansk.
Stockholm - we docked about an hour or so outside of the city, Vasa warship mueseum is interesting include a general overall drive around the city.
Tallinn - Princess was offering a shuttle to/from the downtown area, which I'd definitely take the next time. The old city is lovely.
Copenhagen - embarking / disembarking. We docked a bit from most of the historical sites, but memory is telling me there was shuttle. If you get downtown, you can do alot of it on your own, the Little Mermaid, palaces, etc. A very enchanting city.