Tallinn in Estonia, mentioned by Jarino, is a beautiful historical place itself, but still 363 km away from St. Petersburg (versus 210 km Lappeenranta). Now, the bus driver would have to respect a timetable made in accordance with the speed limits and it means 4½ hours non-stop drive, I'm afraid. I do believe some people from Russia travel to Tallinn nowadays to get to London with EZY, but it could not be a standard solution for everybody. In this regard Lappeenranta is really unique.
Concerning the low-cost direct connections to Russia, DBA/GEXX does it, but the tickets cost pretty much, starting from 244 euro return from Berlin. And 4U (germanwings) have still been unable to publish the timetables or start selling tickets, the Russian bureaucracy is really unbelievably tough, unfortunately.