Although the regular postal system in Petersburg is not particularly reliable - letters to Europe can take up to a month to arrive, and often get lost in transit - the fact that the city is so close to the border with Finland means that there are several privately run alternatives that won't break the bank. Both the Grand Hotel Europe and the Nevskij Palace Hotel offer a letter dispatching service through Finland which costs under $3 to Europe and the US. There are also plenty of courier companies in the city, both Russian and international, some of which offer similar services.

If you do decide to risk the Russian postal service, then your best bet is to try the main post office at 9, Pochtamtskaya Ulitsa. If you wish to send parcels, then you have to bring the contents unwrapped for inspection, and it will be wrapped for you there.