What to Wear
St Petersburg is the kind of city where the answer to the question "Do I wear warm clothes or waterproof clothes" is a resounding "Both!" The weather can be very unsettled and changeable, and it's therefore advisable to pack lots of light layers and waterproofs that you can carry around with you and put on or remove as required. In winter, you are also likely to encounter significant variations between outdoors temperature and entering a museum, restaurant, or cafe - the inside atmosphere tends to be warm and stuffy, as the central municipal heating is difficult to control and is turned on mid-October and only turned off again in late April or early May. This is another good reason to have lots of layers.
As you're likely to be doing a fair amount of walking, make sure you have a pair of comfortable shoes or walking boots, and that these are also waterproof. A small portable umbrella is also a good idea, athough you should be able to buy one in a perekhod if you get caught short. We also love the new automatic umbrella machines which have just been put up around the city - great idea! To protect their floors, many museums, theaters, and the like will expect you to don a pair of plastic covers to put over your outdoor shoes. These are called chekholy or bakhily, and these days are usually in bright blue plastic. Some of the older museums may still expect you to remove your outdoor shoes entirely, check them in at a cloakroom (garderob, where you can also leave your outdoor clothes), and shuffle round in a pair of felt slippers.
Bring some smarter clothes for a night out at the theater - although nothing compared to Berlin or London, people do tend to make the effort to dress for the occasion, and it feels absolutely right as you glide along the gilded 19th century staircases or ballrooms. Finally, if you intend to visit one of the more expensive or fashionable clubs or restaurants, be prepared to encounter the notorious access system known as feiskontrol. To get in, as a guy, you need to look like you're going to spend a lot of money. To get in as a woman, you should try to dress up to the nines - all the local girls do!
Visiting a church
When visiting an Orthodox church, women are expected to cover their heads with a shawl or similar - if you don't have anything suitable, just ask at the entrance as there should be a supply available for just this purpose. Uncovered arms and legs are also not permitted, for men as well as women, so make sure you take this into account if visiting during the warm summer months.