Luitje, I think my opinion was formed before the Aeroexpress was set up in Moscow. That transfer, regardless of the airport, was a huge pain before those trains went in. Now though, Pulkovo is the one behind the times.
Egor, you may be right, but price-wise I've found Aeroflot through Moscow to be much cheaper than the European options. Still, I like the idea of the direct option through Petersburg.