Russia is not an easy country to get into (visas require invitations, planned itineraries and registration upon arrival) and the warnings can be discouraging ("don't trust the cops", "you will be pickpocketed", "organized crime runs the country"), but it is certainly worth a visit.
We arrived in St. Petersburg without any expectations - not a clue what it would be like - which made for a nice surprise. After a rough start finding our hostel, we found the rest of the city was amazing.
St. Petersburg is a beautiful city, with a very European feel - we could be in Paris, Venice or Amsterdam. The streets are lined with palaces in pastel colours (blue, yellow, green, pink...). There is a huge art gallery (called the Hermitage) that easily compares to the Louvre - and the building itself is as impressive as the art. And there is an incredible Russian Orthodox cathedral, with colourful "onion domes."
And there's not just cultural things to see. On our first day, we visited a museum of "curiosities" - basically a room filled with two-headed babies and other mutations, collected from around the world by Peter the Great. And on our last day, we visited the Russian Erotica museum - located in the waiting room of a practicing sexual health clinic, the main exhibit is (allegedly) Rasputin's penis.