River ferry goes to the loop trip from the central pier 3-4 times a day (..., 18:00, 21:00, 23:00).
Ferry with very strong name - Dionisiy will take you from Cathedral square to the Prilutskiy Monastery and back w/o a stop, but with very loud music and life singing.
Minimal number of tourists for the trip - 20. Otherwise trip is cancelled. Ticket - 300 r. ($12) - for 1.5 hour cruise.
The tip could be qualified as a tourist trap as really there is nothing to see from the ferry, exept Prilutskiy Monastery (2 min at the most far point of the cruise). Good to waste time and drink beer.
There is no an airport and that's why you'll have to travel there by train:( But I can assure you that there are luxury first-class carriages on train which you'll enjoy with TV-sets, great mirrors.... Just try :) You'll sleep there well or you'll enjoy its dining-car :)
I'd like to tell you as well that unified tariff for taxi there wherever you want to go in Vologda is 60 rubbles (2,2 USD). But there is one exception: the voyage from train-station to your hotel will cost 100 rubbles (3,7 USD).
There's an overnight train that leaves from Ladozhsky station in St Petersburg to Vologda and arrives at about 9 in the morning. We used this and found it to be good.
There also through trains from Moscow headed northwards towards Archangelsk and elsewhere, and the train we used to get out of Vologda was the train to Yaroslavl which goes every two days. It's not far to Yaroslavl and only costs about $5 or so.
From my limited experiences with train stations outside of Moscow, and St. Petersburg is a test in one's scence of humour.
When leaving Vologda arrive as early as possible. There was no sign telling me what platform I had to take. They anounce the platforms over a P.A. system so muffled that the Russians themselves couldn't really understand. I went from train to train, and ended up missing it. So I went back to get a ticket for the next train, again, no luck. I went back to the ticket window (the woman now thinks I'm from Mars, rightfully so) and ask for a ticket, (with a sweat woman behind me acting as the translator) she's says "where?" I say "I don't care, the next train leaving." By this time, I just wanted to sleep, keep in mind my drinking sessions. So she gives me a ticket and it ends up being to St. Petersburg.
One more thing, the sign on the train which terminated at St. Petersburg said Moscow on the window.
Otherwise, I just love Russian trains. There is always a woman who makes sure you have sheets, and you're comfortable. She will also give you tea. You always meet people, and you can open up the seats, and put your things inside, then sleep without any worries.