I have never sailed Crystal before, but I will be on this sailing. We did the Baltic some years ago on Celebrity.
Tallin is doable by yourself, as long as you like to walk. You can walk up the hill (or take a taxi if you prefer) to the old town and tour it on foot. You're better off putting money into a guidebook than paying for a 'walking shore excursion' tour.
For St. Petersburg, we plan to do 'visa-free' excursions. I'm tempted by the Moscow one offered by the cruise line, but am nervous about the cost. Does anyone know what this cost is?
However, I have found a couple of private agencies that will do St. Petersburg tours for you and meet all of the 'visa-free' restrictions. I suspect they will be cheaper than Crystal, so I will be using them.http://www.travelinrussia.com/russian_cruise_shore_excursions/index.htmlhttp://www.denrus.ru/valueex.html
The first link will also do the Moscow excursion (likely cheaper than Crystal but they didn't have 2009 prices to give me until the airfares were released) but if you go through them you need to obtain your own Visa.
For Copenhagen and Stockholm, we plan to do them on our own. We've been to these places before, and we know that this is entirely possible if you don't mind a bit of walking or navigating a foreign subway.