I think the time in each city OK. You could shift a day here/there, depending on your personal interests.

The time of year means the days will be getting short.
I will be in Helsinki at that time on business, so I will give you examples from there:
November 1 sunrise 7:43 AM sunset 4:24 PM.
so the evenings are quite dark, not so good for strolling along the waterfront, parks etc.
Check museum hours, but I have been disappointed on some of my visits to find then open at most one evening per week.

Temperatures around/above the freezing mark.
I think it is unusual to have snow that early. I have experienced several inches of snow in Helsinki in November, but I think that was at the end of the month.

Thanks Kay2. Guess will have to leave the strolling for mornings, and hit the restaurants and shops in the afternoon.

Any recommendation on the best ship company to use for an overnight cruise from Stockholm to Helsinki? How about from Helsinki to Tallin?

I have not done the overnight Helsinki-Stockholm. For 1 person it has always been cheaper for me to buy a discount plane ticket than take the boat when I've gone between the 2 cities. My understanding from other posters is that Silja is known as the "nicer" line and Viking as the more "budget" line, but I have not heard complaints about either one.

My Tallinn experience is a few years old, so I will refer you to others. I just chose on time and price. They are all headed to the same place and it is a relatively short ride. Less involved than the Helsinki-Stockholm crossing.

I agree with Kaye - your time allotments make sense and you could shift a day or two here or there depending on your interests and aims. Is there any chance of getting an open-jaw ticket so you wouldn't have to backtrack to Copenhagen? That would let you add a day to Copenhagen or Stockholm.

Look at Silja line.

My wife and I are doing almost the identical trip from 1 May to 18 May 2011 and would appreciate any and all pertenent information about all aspects of the journey. While we have been to Italy about twenty times in the past dozen years, its our first trip to the Baltic area. Thanks for any tips.

Thanks all for your help! I'll try to look into the open-jaw tkt suggestion. Any other tip/comment will still be appreciated.

Any recommendations for nice, romantic hotels in Stockholm, Copenhagen, Helsinki adn Tallin?

At that time of year you need to be ready for cold weather in the Baltic. We were in St Pet in mid September and the highs temps were in the upper 40s. Local people were wearing their winter coats. (You may get more moderate temps - but you may not.)

Also, the days will be quite short and some tourist sights may be operating on shorter hours than during the summer.

Your itinerary will give you just a taste of each place - to see them in depth (and do a couple of trips outside the capitals) you would need much more time.

Thanks nytraveler. I'll guess we'll just have to give it a shot during that time of the year as my work doesn't leave much time for vacation during summer.

Any thoughts on nice hotels in Stockholm, Copenhagen and Tallin?

Just returned from this area so I can throw in my 2 pesos. If you like beautiful architecture, museums, great food, then I'd spend another day in Stockholm and cut some time from Helsinki. While Helsinki is charming, there is so much more to do and see in Stockholm. Be prepared for small hotel rooms with high prices. (ex: we paid about $300 a night for a tiny but well appointed room in the Diplomat Hotel) Food cost is on par with New York City and the quality of the food is outstanding. Tallin fits your itinerary well but if you had the option, I'd choose Riga for a more colorful Baltic experience.
As to time of year, do you have any choice? Obviously the best weather is in July. Before we left Stockholm last week (spent 5 full days there) temps dropped from high 60s to a high of 53 degrees; two weeks earlier it was 90 degrees in Vilnius, Lithuania.

Robbietravels, your advise is certainly worth more than 2 pesos! I'll look into Riga as an alternative to Tallin (didn't really think of it in my initial planning and I guess I overlook it afterwards). Unfortunately, I have no other choice of season to visit there. I guess cold weather and short days will just have to make a 'different' experience from home...