With the exception of St. Petersburg, all the Baltic cities are quite easy to get around on your own. But my feeling is,
considering the limited amount or time you have in each city, the ship excursions are the better choice, especially if this is your first visit there. All our tour guides were exceptional and we could have never covered as much ground and learned as much if we had ventured out on our own.
But if you are willing to do a little homework, Stockholm and Helsinki are particularly easy to navigate. You could easily do your own walking tour.