There are numerous parking ramps, lots, and meters in downtown St. Paul, where there are few restaurants and just tall buildings. The Xcel is just a few block walk from those locations and there is even a skyway and underground tunnel too. You'll see a significant drop in price the further away you get. For example, at a WILD game the lots across the street are $10-$15, while 4-5 blocks away you can pay $3-$4 and have the option to walk indoors the entire way.
Here's another good map showing the numerous parking options: http://www.smart-trips.org/downloads/smart_trips_parking_guide.pdf