Hi there. Of your list I've only visited Amsterdam and Brugges. Amsterdam is gorgeous with great canal views. Brugges is gorgeous with - can you guess? - great canal views. I personally prefer Brugges as it's smaller and I think friendlier. Of course Amsterdam has it's highlights too, most of which I feel I can't go into here
Amsterdam is by far the 'edgier' city.
As far as etiquette is concerned I wouldn't worry too much. Most people in large cities are pretty used to tourists with cameras and will not really even notice you.
I've always fancied Prague, such a beautiful city. I'm sure you'll enjoy the whole trip. Incidentally, where are you coming from?
Various lenses, SB800 & Manfrotto 190 with 460MG head