TRANSIBERIAN TICKETS

That's how we did the cheapest way for travelling from Beijing to Saint Petersburg in 2010.

Beijing - Erlian, 200RMB (24 Euro) by bus "sleeper"
Zamiin Uud - Ulaanbaatar, 28.000 MNT (17 Euro) by train "sleeper"
Ulaanbaatar - Irkutsk, 79.340 MNT (48 Euro) by train "kupè"
Irkutsk - Krasnoyarsk, 1.415 RUB (38 Euro) by train "platskart"
Krasnoyarsk - Novosibirsk, 1.130 RUB (30 Euro) by train "platskart"
Novosibirsk - Tyumen, 1.789 RUB (47 Euro) by train "platskart"
Tyumen - Tobolsk, 530 RUB (14 EURO) by train "platskart"
Tobolsk - Yekaterinburg, 768 RUB (20 Euro) by train "platskart"
Yekaterinburg - Kazan, 1026 RUB (27 Euro) by train "platskart"
Kazan - Moscow, 1.021 RUB (27 Euro) by train "platskart"

In total we spent 292 Euro Beijing to Moscow

Moscow - St. Petersburg, 958 RUB (25 Euro) by train "platskart"
St. Petersburg - Moscow, 606 RUB (16 Euro) by train "soft seat"

Total cost is 333 Euro, so don't trust the travel agency asking over thousand euro, do it yourself!