However, at the beginning of the 20th century, the curtains closed again; the October Revolution and Civil War allowed little time for theatre. It wasn’t until 1989 that a complete restoration brought it back to life for the third time lucky. Nowadays, both tourists and locals arrive in their droves to see the renowned Russian Ballet performing the likes of Giselle, Chopiniana and Swan Lake. While the Hermitage also plays host to musicians and symphonic orchestras, it’s the lycra- and tutu-clad ballet troupe that most people come to see.

In fact, visiting the intimate theatre that has witnessed so much (royal audiences, acclaimed performers and musicians, years of neglect and inspired comebacks not to mention Catherine the Great and Nicholas II) is such a great thrill, the perfomance is almost a bonus.

As well as being the city’s oldest theatre and adjoining the world-famous Hermitage Museum, the history of the buiding in some ways resonates with the changing mood in St Petersburg, and even Russia, over the past couple of centuries. It certainly hasn’t been a smooth ride, but St Petersburg especially has started to thrive – largely thanks to its extensive cultural repertoire. The Hermitage Museum sits pretty on the banks of the River Neva and is the second biggest art gallery in the world after the Louvre. Like its Parisian friend, there’s no way you could see everything in a visit.

Along with the Winter Palace, the European art displays, with work by Da Vinci, Picasso and Rembrandt, are must-sees. Be sure to check out Rembrandt’s Danae – in 1985 a visitor slashed the portrait with a knife before covering it in acid. One thorough patch-up later you would never know the difference, but no one has been allowed to bring in bottled drinks since.

Many of the city’s monuments have an eccentric story or two, some more sinister than others. Take the Church on Spilled Blood, for example. The colourful multi-domed knockout is where Alexander II was assassinated by the People’s Will terrorist group in 1881. Alexander III ordered the church, partially modelled on St Basil’s Cathedral in Moscow and boasting an interior covered in stunning mosaics, be built bang on the spot where his son’s blood stained the cobblestones.

Other sights not to miss include St Isaac’s Cathedral – climb on the colonnade for a panoramic view of the city; Peter and Paul Fortress, built to deflect Swedish raids, where many tsars are buried and the city’s very first structure; and Catherine’s Palace. About 25km from St Petersburg, the breathtaking former residence of Catherine the Great (this woman had taste) has an amazing collection of rooms, including the Amber Room made up entirely of amber panels.

The original panels were looted by the Nazis and disappeared towards the end of World War II, creating one the art world’s biggest mysteries. The room you see today – reopened in 2003 – is a recreation. Or is it? It’s been suggested the Germans may have slyly returned the panels. Regardless, it’s been described by some as the Eighth Wonder of the World and is breathtaking.

Also find the time to bowl down Nevsky Prospekt, the 4.5km main artery of the city dotted with an interesting mix of boutiques, cafés and people. If you can, make time to mingle with the locals – contrary to belief, they’re a pretty laidback bunch. How else could they be OK about being called ‘St Petersburgers’?

The banya
Getting steamy with the birch broom
No trip to Russia is complete without a banya (sauna). Many locals make it an important fixture of their week and after experiencing one in Pskov, a small city 250km south-east of St Petersburg, it’s easy to see why. Eucalyptus and pine oil (or sometimes beer) are dripped over roasting rocks. After being out in the Russian cold, the piping hot sweet-smelling box is soothing bliss. Until the beating begins, that is. In a crazy twist we’re told to grab hold of a venik (a bundle of birch branches) and give each other a thwacking. Apparently it rids the body of toxins.
The Russians are famous for their enthusiastic bathing and are said to even negotiate business deals in them. If you’re visiting Russia during winter, try a banya by the lake. Bounding through ice into a pool of freezing water: there’s no better chill.

Moscow mystery
Winston Churchill once described Russia as a “riddle wrapped in a mystery inside an enigma”. Was he referring to Moscow? This fascinating city has split personalities and can be hard to crack, but you will find that persistence pays off. Sense of humour and patience essential. Here are the must-sees:

The Kremlin The city and country’s centre of political power. It’s where Napoleon blew Moscow into smithereens and Ivan the Terrible ran amok. There are several cathedrals and palaces and an Armory Museum stuffed with Fabergé eggs. Look out for the 202-ton Tsar bell – the largest ding-dong in the world.

Red Square and St Basil’s Cathedral A lot has happened in the famous city square, from executions to Soviet military parades and demonstrations. Looming on one side is the spectacular St Basil’s Cathedral, a knot of colourful onion domes and turrets. Look out for the Chapel of the Iverian Virgin and be sure to see the square at night.

Metro stations Some are worth travelling to just to check out their artistic decor. Chandeliers, mosaics and muscly statues make for a fancy stop-off and more than justify their former nickname, the Peoples’ Palaces. Check out Kievskaya, Mayakovskaya and Prospekt Mira. Also be prepared for a bit of push and shove on your journey.

GUM With its ornate Neo-Russian facade, GUM is an elegant shopping centre that takes up almost the entire eastern side of Red Square. Great for designer clothes, souvenirs or a bite to eat.

Izmaylovo Market A busy market filled with arts, crafts, Soviet trappings and hundreds of matryoshka dolls. It’s opposite Gorky Park, a bizarre theme park with a huge facade that smacks of faded glory. In winter it’s ringed by an ice-skating lane.

Trans-Siberian
With the Russian visa keeping you on a tight leash, one of the easiest ways to see something of the country is on the legendary Trans-Siberian. Here are a few of the key stops:

Yekaterinburg
Only open to tourists for 16 years this Europe/Asia border city has a grisly reputation – for the assassination of the Romanov Royal Family, gulag camps and, more recently, gangland warfare. But as visitors flock in for dog-sledding, ice-fishing and trekking in the nearby Ural mountains, Yekaterinburg is experiencing a new lease of life.

Irkutsk
The most popular stop for tourists thanks to nearby Lake Baikal. In summer, a dip in the deepest lake on earth is said to make you live longer and in winter, the crystal clear waters freeze over leaving a surreal playground. Few lakeside homestays have running water meaning you wash in a banya (see page 99). In town look out for the Siberian lace woodwork, and the obelisk erected on the Trans-Sib’s 10th birthday.

Ulan Ude
Bar a huge statue of Lenin’s head there’s not a whole lot to see in town but this is a great jumping off point for exploring the unique culture of the indigenous Buryat people. Nearby Ivolginsky Datsan, a complex of temples, meditation huts and prayer wheels, is the centre of Tibetan-Buddhism in Russia.

Vladivostok
Like Yekaterinburg, this city’s military base means tourists have only been welcomed since the ’90s. There’s a still a bit of work to be done to make it a full-fledged holiday destination but if this is the last stop on your Trans-Siberian adventure (as it is for many) you’ll be grateful for the sea-breezes and absence of rocking.

• Kim Smith travelled to St Petersburg with On The Go, 020-7371 1113. Their nine-day Vodka on Ice tour starts at £479.