Rick Steves has some good self guided walks in his Scandanavia Book. In Copenhagen we are doing a segway tour and going to tivoli. In Helsinki we are walking from the peir down the esplanade (gardens and parks) to Market Square which has a market (duh) and also some historical sights, we are then going on a ferry ride into the archipalego. In Stockholm we are taking a ship tour that goes to some of the historical sights and then to the Vasa Museum. In St. Petersburg we are going on a privately booked 2 day tour with a company called TJTours. In Tallinn we are going on a walk that leaves from the old Town Bicycle Shop. It is called "Legends and Secret Tunnels" then we are just going to walk around old Town. That's all the ports that we are going to. Hope it helps.