Yes, you can. I have not used this service myself, but I am absolutely sure that it is possible to receive money in St. Petersburg via Western Union, and money can most likely be sent from St. Petersburg, too. I have seen signs for Western Union at Inkombank and Bank Sankt-Peterburg. It is a big city, and, of course, prices vary with different districts, with different shops and with quality. Almost all products that are imported are as expensive in Russia as they are in the countries where they were made, which is quite natural, considering the transportation cost and the customs fees.
Some shops specialize in imported goods, and they tend to be quite expensive but often high-quality.
Ordinary Russians try to find the least expensive products, as their salaries are low, so in the shops with imported goods you will find mostly foreigners and well-off Russians. The latest exchange rate of the Russian ruble, according to the Russian Central Bank, is published daily in the newsgroup relcom.currency by Dimitry Albitsky in Latvia. To read the articles in this and other Relcom newsgroups, you need to install Cyrillic letters on your computer. There you can convert automatically between any pair of 164 currencies. You can choose what day the rates should be from.