It can be crowded and chaotic, but with shops, bars, restaurants and internet cafe Moscow station can be a convenient place to hang out if you have to wait for your train. It has several cash machines and a left luggage room and a couple of sightseeing opportunities as well. Take a look at the Peter the Great statue and the big communist era mosaic on the ceiling in the main entrance hall.
The station is right in the centre of town, and if you’re staying on Nevsky prospekt, it’s possible to walk. Otherwise, the metro or a cheap taxi are the easiest ways to get around. Note that the taxi drivers waiting on the platforms generally charge more than those at taxi stands outside. It’s often always cheaper to hail a taxi, rather than approach one that’s waiting at a stand.
The Sapsan express trains to Moscow usually leave from the first platforms - you can't miss them as they are bright white and shiny and new looking and as they are leaving music blares out of the platform speakers.