The Black Sea coast and its resort communities tend to have the least swing. Late spring, early summer and the fall are good times to visit. During the hot summer months of July and August cities shut down as locals head to the countryside to live off the land at their dachas. In the beginning of September the ballets and the operas start back up and the cities come to life again. If you're prepared for the cold, Russia is often at its most beautiful under a blanket of snow.
Winter is also the peak of the theater season and generally has fewer tourists.