Mike
I was there a couple of months ago when it was still blisteringly hot so I can't advise you on your attire except to say it's a whole lot colder now !!!
When you are on the flight they will give you a 2 part immigration form to fill in which you have to hand in to passport control when you land. They keep half of it and you keep the other in your passport. DO NOT LOSE THIS PIECE OF PAPER - if you do you will have a hell of job when you come to leave the country. Also if you venture out always have your passport and that piece of paper with you. You can be stopped by uniformed and plain cloths secuity police at any time and if you don't have it you can expect a visit to the cells whilst your situation is clarified.
The police are as currupt as they come. If you do get stopped and even if all your papers are in order they may well tell you (in Russian) that there is a problem so be prepared to bribe your way out of the situation. Best is to have two wallets. One well hidden with your credit cards and real cash in it and another with some out of date cards and a little bit of cash. If you get stopped by the cops and it looks like it is starting to take a long time produce the extra wallet and offer $5 to start with . Do it with a smile and a handshake and move along quickly. They may try and fleece you for a bit more but $5 would normally be enough unless you have really done something wrong. If your extra wallet only has about $20 in it that is the most they can get from you. Stay very cool with the cops - they don't mess around and they have no hesitation in whisking non-Russians into the station for a good fleecing . The extra wallet may also come in handy in case the 'assailant' isn't an offical but just a street robber.
Also before wandering out on foot check with the hotel where is Ok to walk. I stayed in the Holiday Inn and there were armed security guards all around and they were checking under the cars with mirrors for bombs on any cars going into the underground carpark. The area around our hotel was decidely not good to walk around .
If you are interested in electronic goods, DVDs or software head to "Garbushka". It a center for all electronics companies spread over two large malls. You can buy literally anything electronic there and the top floor has loads of pirated CD's , DVD and software all being sold openly . It's good quality gear and all looks like the real thing. I bought 5 CDs from Pink Floyd and a few other well known names and they worked out about $4 each. 'The wall' double CD was only $6 !!
Negotiate your taxi prices in advance of getting in the taxi and keep the name and address of your hotel with your (written in Russian) otherwise getting back later can be a challenge.
Lastly and very important is think twice if you really need to take your laptop or any other expensive gadgets with you. One of my colleagues had his laptop confiscated at customs because he did not have an export permit when he was leaving the country . As you can imagine getting an export permit for something you didn't buy in Russia is not easy and getting it back from customs is impossible. Now whenever we go to Russia we never take laptops or any other gadgets with us. If you really need to take it then I think you need to arrange something through the Russian embassy before you arrive to confirm the items you are bringing (with serial numbers etc) can be imported and re-exported : and have it written in Russian - Englishki don't work there mate !!!
You may in fact be asked for an export permit for anything you buy or try and leave the country with. It's another example of Russian corruption - no export permit can mean they confiscate the item and you have and you can't hang around because you need to rush off to your flight clutching a piece of paper written in Russian which is meaningless. You've lost whatever they confiscated for sure.
Have fun comrade
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