Hello - we did this trip last year. The only ship's excursions that you really need to do on this will be at St Petersburg. This is because of the group visa that Thomson gets for everyone on board. If you prefer, you can go through the Russian Embassy to get your own visas, and then book your own private tour group;there are several with websites. However, unless you understand the Cyrillic alphabet, there is no point trying to do St Petersburg by yourself, everything including road signs is in their language. We found the ships excursions to be excellent and the guides very knowledgable with perfect English.
At all other ports of call Thomson laid on buses to get us into the centre of the cities. They did a "port showcase" every evening beforehand,with ideas for getting around, public transport routes and free maps of each city. There were also ships excursions for all ports if you would refer to use.