Most native Russians I know always fly. There's a lot of competition from most aviation companies. Reasonable prices from all Moscow airports. Some drive ( 8 hours) and the roads past the Moscow boundary is so-so.
I personally don't have the patience for trains, but if I did take the train, I would probably take the sapsan ( high speed rail )
http://www.poezdsapsan.ru (in Russian)
The train is nice ground option. The sapsan is similar to the German ICE. 3 1/2 hours from Leningrad Station to Moscow Station. Presumably the slow trains take double that time.
There is also the famous Red arrow train that runs overnight.
Aeroflot operates a SVO-LED shuttle, that's quite nice. My personal preference.
Aeroflot Shuttle
http://www.aeroflot.ru/cms/en/special_offers/shuttle