I think getting a visa is a good idea. We did, and it was well worth it. We were able to wander on our own, and didn't have to be with an organized ship's tour. We did get a private guide for a day (through Radisson) and though we missed the underground it was great to go where we wanted, stay as long as we wanted (within reason - there was alot we wanted to see) and shop where we wanted - such as the flea market across from the Church of the Spilled Blood. And there were a couple of shops and a cafe near the ship, which we enjoyed visiting just to people watch. Not possible without a visa.