I can only second what a7m said.
For vodka go to any supermarket that looks like a chain (Okay, Carousel, Lenta, Magnet, Dixy etc.) and buy one with a kitsch name that's toward the higher end of the price scale.
I certainly don't recommend Galleria which is essentially no different from a mall in the UK or Germany, with all the same chains.
You're better off on Nevsky - perhaps at Gostiny Dvor or Passazh.