A fantastic cross country ski shop that offers a wide selection of skis and poles plus boots, rollerskis, wax, outdoorwear, etc. year round. They have their own ski club; whether you're an experienced racer or just learning they can help you out. The staff is incredibly knowledgeable and helpful. They also sell saunas.
The Como Park golf course offers excellent cross-country skiing in the winter! They also have a rope tow for downhill skiing and snowboarding (it's a very small hill). The chalet is open for food and ski/snowboard rentals. There are about 5k of ski trails over moderately hilly terrain, and it is always well groomed.
Trollhaugen is a rather small area for downhill skiing, even for the midwest. They have four chairlifts and a handful of ropetows. However, trollhaugen does offer snowtubing and a 2.5k cross country ski trail which they make snow for, offering cross country skiing even before the first snowfall. The cross country skiing isn't great, and is only 2.5k, but it's better than nothing during a warm winter.
Practical goods has a ton of different items you can buy. I went in to get a belt one day (they had them in ten different colors), and was amazed by the content of the store. It's all used, but true to it's name, the stuff being sold is all useful. Dishes, pots, belts, tools, candle holders; everything you need to outfit a wagon for the oregon trail. Prices are very good.
Irish Indeed is a great shop if you ever need to buy anything for anyone Irish. They have pretty much any item that has ever had a shamrock printed on it, and many traditional items as well; Shirts, dishes, jewelry, music, irish dance shoes, and tons of small gifts and decorations. The best place to go in St Paul if you need something Irish.
Cleveland Wok offers an excellent (tasty that is) buffet for lunch and dinner that is quite affordable. If you're busy, you can get a to-go box and pay by the pound! Lunch is cheaper than dinner, but the same buffet, so it's better to go early. Not the healthiest food in the world, but quite delicious. The staff is very friendly and helpful!
Coat of Many Colors offers beautiful natural clothing with beautiful prints and weaves from around the world. They also offer a wide variety of jewelry and other smaller items, from charms to prayer flags. This is their 30th year and it's no wonder the store has been around so long. The owner is very helpful and will tell you absolutely everything there is to know about anything in the store.
Personally, I believe Izzy's serves the best ice cream in Minnesota, and possibly the United States (Reader's Digest rated it the Best Ice Cream Parlor in the US in 2005). They use high quality ingredients, amazing recipes, and create fantastic flavors. They have many of their own novel flavors, such as Norwegian Chai, but their standard Chocolate or Vanilla are a step beyond any others I've ever had. It's not the cheapest ice cream you can buy, but that's because it's the best ice cream you can buy!
Izzys prides itself on having top-notch customer service (and they do!), so make sure you get as many samples as you can!