Stockholm - it depends where you are docking - if at Frihamnen Pier the HOHO bus waits beside the ship. Seemed like one arrived nearly every 30 minutes. Purchased our ticket upon entering the bus. Suggestion, get off as soon as possible, and do the Vasa first.
Helsinki has the 3T tram that will take you to same places as the HOHO bus
Hernesaari is actually the pier at Munkisaari Anyhow, it is walkable depending on how much you like to walk. It's about 1.5 km... so that's what about 1 mile. Our ship offered a $5 USD per person, one way shuttle to the Esplanade/Market Square area. However, there is also a public bus that is easily accessible. It is bus #16 and starts running a little past 6 am every morning, and 7 am on the weekends. It will take you to the Esplanade/Market Square area as well. If you are interested in purchasing the Tourist Ticket, you can purchase it from the bus driver on board
There are 2 cruise piers in Copenhagen and neither is near the downtown. Langeline is the most used and the Little Mermaid is a short walk from the pier. You walk past some shops / bars and you will come to The Little mermaid statue, then past a yacht marina and up to The Rosenburg Palace and onto Nyehawn.
Quay numbers beginning with "1" are at Langelinie, numbers starting with "2" are at Free Port...
Maybe 15-20 minutes walk from cruise terminal to the main square. Tallinn is definitely one place that you can go on your own. If you go that route, I would suggest getting a taxi at the dock to take you directly up to the top of the hill at the Parliament square. Then, leisurely wind your way down the hill through the streets of the old town, stopping at the old castle, the Town Hall, a number of nice churches and a few shops along the way.
Copenhagen is easy to do yourselves and the city and canalsare all in walking distance and you can read the history yourselves and it is also saf.
All of them are easy to diy. There is normally a shuttle bus which takes you into the main part of Tallinn and from there it is easy to walk to the top of the town and down to the centre square for a beer or coffee. It would appear that the whole of the population there speak good English. Copenhagen depends on where the ship docks as to whether you can walk to town or not but again if you are on the outer harbour area the shuttle or indeed a bus will take you into the centre. There you will find several open top bus tours or harbour tours or the Tivoli Gardens and the town centre. A shuttle is often provided in Stockholm and apart from the Royal Palace which you can take or leave Gamla Stan, the Old Town is great for wandering around in fact it is a nice clean place just to wander anyway. There is normally a shuttle in Helsinki and walking through to the main harbour with the markets is a must. If you feel adventurous a round trip on the tram past the Olympic Stadium and other interesting parts of Helsinki can be enlightening. I just know you will enjoy it....Nei.