Honestly the flea markets and the underground are PERFECTLY safe as safe as anywhere else in the world.

The guides (a) dont want you shopping at the flea markets they want you shopping at either the Red October store or a store where they get a kick back. (b) It is a hassle for them to take you into the underground. They would rather not have to mess with this.

I have been "warned" against the flea markets every trip by the guides. Well I have been there three times, twice with a visa and had no guide and had a blast in the flea markets. Spending hours and hours there and wandering the streets. Remember I am one who WILL NOT venture into the Grand Bazaar in Istanbul.

I had to talk our last guide into going into the underground and nearly everyone said it was the highlight of the visit. We actually rode a train on the way back from St. Petersburg and the van picked us up at the other end. The other vans did not get to do this I had to COAX my guide. You do have to be slightly adventurous but only slightly. They do have to keep you together it is a maze and if they lost anyone it could be a mess getting out. I would probably not do that on my own without a guide I would get lost. BUT it is so remarkable in my opinion anyway.

This does make them bad it makes the same as guides all over the world.