The train from Helsinki to St P. is very comfortable and takes about 4 hours. You can buy tickets on the web. Both Russians and Finns told me that the Russian trains are nicer than the Finnish trains. I have nothing to compare it to since I did take the Russian train; it was very good, and people came around in the dining car with a money-changing service. The rate was good and it was very convenient. ATMs ("bankomat") are more available than they used to be, but you can often only take out relatively small amounts at a time. They are sometimes out of cash following busy summer weekends.
A caveat: be sure your travel plans are carefully done, especially if you don't speak Russian. The border can be imtimidating (our train was delayed an hour by a passenger with problematic papers, while Russian soldiers roamed the train) and you mustn't expect anyone to speak anything other than Russian. Practice with tapes and phrasebook until you are comfortable with the basics.
Yes, you will need a visa.
www.GoToRussia.com was very good - probably more expensive than some other means of getting the visa, but they were prompt, helpful and accurate. Don't delay starting this process. Above all, be sure to bring copies of everything with you: confirmations of deposits, receipts for tickets, emailed reservation confirmation numbers, etc.
St. P is an extraordinary place, a must-visit, but you do need to be significantly more linguistically and culturally prepared than if you are visiting a major western European city to really appreciate it. Helsinki, by comparison, is much more approachable: most people speak English, it's much smaller, and quite simple to navigate, either on foot or using the trams.