There are few ways to get there.
1. By train called Allegro about 60 euro one way http://eng.rzd.ru/isvp/public/rzdeng?STRUCTURE_ID=4126
2. By ferry St. Peter Lines from 20 euro per person http://www.stpeterline.com/en/Schedule.aspx
3. By bus. There are lot of Russian busses departing from Helsinki every day about 11 am from here Eteläinen Rautatiekatu 10–12
Cost about 20 euro one way almost 8 years ago
I prefer plane. But then you'll need to get from airport to city. And it is not so cheap as other ways to travel. As about buses - it just takes too much time in not so comfortable conditions. 5 or 7 hours, don't remember for sure. And depending on day of week and time of a day it can be a queue on border. Which also can take more than one hour sometimes. Price of a bus is 25 euros. There is a lot of mini buses going from little square near Finkino in a few minutes from main square of Helsinki. All taxi drivers knows where to find it)) over 7 years ago