Actually nowadays it's very hard to bring something special from almost anywhere, because the same things are available almost everywhere. Personally I never know what should I bring as souvenirs when I'm visiting the EU countries or the USA. I just don't see there anything that I can't buy here.
Some people do trips to the States or EU (say to Millan) only to buy the things (e.g. electronics and clothes) at a cheaper price. But I don't think that's your case. Yeah, in Spb vodka is cheaper than in your country, but as far as I remember, the one can't bring more than two bottles over the customs.
So when I'm visiting other countries I buy only fridge magnets and ask my buddies to bring me the same from their own trips
