Hi there
I looked into doing this myself a few years ago..and is still a dream to do it one day
But as I remember you can get different types of visa, and the cost is subjective to which you choose.
The visas are regulated by the number of entries across the borders..
..i.e...
a single entry visa will allow you to enter the country, stay a given time, then leave. And once across the border the visa is terminated.
...
a multi entry visa will allow you to enter the country, stay, then leave and re-enter an allowed number of times, over an allowed period of time.
I think these are then put into two categories, business and transit(tourist).
You would obviously be on a tourist visa.
The tricky part is like you mention, you can not just enter without a forwarding address of your planned destination.
But I 'think' that you can book your first hotel as your place of staying, and then you can move around booking hotels on route, and when checking in your passport details are taken and this gives a record of your stay, and where-abouts...but this may not be strickly legitamate.
The other stumbling block is that on top of this, to gain entry into Russia you need to be 'nominated' or 'invited' into the country by a person or organisation.
If you were going on an organised trip this would be done by your travel agency, who would give your details, and itinery of your trip, and 'vouch' for you.
Obviously you don't have anyone to do this as you are going on a self-organised trip....but I was led to believe that there are agencies that will do this for you, at a price, if you give them your details and your hotel details (for your first place of stay).
I was also led to believe that the Russian authorities were not keen (did not allow?) free travel across the country, and that it had to be regulated, with knowing your destinations, routes, and places you plan to stay, with addresses, and confirmed bookings...but I was also led to believe that you could also do as I've said before...enter, and then move within the country so long as they had a record of where you are each night.
I hope this has been of help, and hope it hasn't put you off, or led you astray, as the information is a couple of years old and may well have changed.
It all seems a bit daunting...but it is not so different to travelling in most of Eastern Europe, as they always take your passport and record your destinations at each place you stay...but it is obviously less stringent, with hardly a need for visas nowadays...even in America now you have to give a place you are going to be staying on your entry boarding cards, and 'travelling' or 'not known' is not allowed.
I'm sure you have looked on the net, but there are a lot of tourist information sites, and travel sites, with a lot of information on what you need to know..and the Russian Embassy has a site that tells you all the different visas and requirements.
I always thought it was like most travel into the unknown...it all seems so much hard work, and daunting, and filled with red-tape....but when your feet are actually on the soil it all seems to be a lot of fuss over nothing.
As they say......'The hardest part of a long journey is the first step'.
Hope I've helped.
Good Luck
