I'm afraid I am at odds with Lisa's post.
The Winter Palace was a 'family home' along with a number of other palaces some of which have survived and others not - the Lower Dacha at Petergof being a case in point. Although there are plans to reconstruct the Lower Dacha, despite its close association with the last reign, it is not nearly as politically significant as the Alexander Palace.
The reason behind the lack of attention paid to the Alexander Palace, is Russia's unwillingness, which could be interpreted as discomfort, to confront this area of her past. Where previously, cost implications were used as a suitable, easy, obvious excuse, this is no longer the case. The reason is political NOT financial. Having worked directly with the administration of Tsarskoe Selo Museums for over fifteen years, I can state this without fear of contradiction. However, there is some movement. There is, nowadays, a degree of will. There is an awareness that a restored Alexander Palace would prove a huge financial asset not just for TSM, but for the entire oblast - including St Petersburg city. However, they are corseted by inertia. An inertia not likely to move until post the 2008 presidential elections.