There are so many answers to this question but the basic answer most often given is to DIY everything except St Petersburg where you use either the ships tours, which are excellent, or a local agent via the net. I would suggest that you do a lot of preparatory work for DIY and start by going to the "Find a Question " section above where you'll find a great deal of information to help you with every port. ..... Neil.
We went on baltic cruise with NCL. We booked 2 day trip with Denrusfor St Petersburg about one third cheaper than on boat, good guide Anna you print off tickets and use them as your visa. read info that Denrus post about getting off your ship, Just type in Denrus. Free dvd with penty of photos.