Russia
I spent several week travelling by train and bus through Kazakstan, Uzbekistan etc and Russia/Belorus during the months of November and December 2000. The weather was not as bad as I feared. It was cold but not anything worse than a cold January in Dublin. (maybe I just got lucky on that front)
You need Visas for all those countries and also accommodation booked in advance of applying for the Visa. The authorities there like to know where you are staying for each night you are in the respective countries before they issue visas. I booked some of my accommodation on the net and some through a travel agent before applying with all the paperwork for Visas. They will also want to see your flight/tain etc tickets which show you entering and leaving the country.
Don't believe anyone that tells you a Russian visa covers you in Belorus as I found out to my cost that it did'nt. You can get in ok but getting out (on to the European side), is where they'll stop you. It took me several days to get a Visa in the small border town near Poland called Brest and get back out of the country.
I'd also be wary of going to the central asian former USSR republics right now because of the Afghan and Iraqi situations.
I found the trains to be very good over there. Not much on comfort but warm and most importantly, on time. It's also a great way to meet the locals and get away from the tourists !!!!!.
As for attractions Moscow is worth a few days of your time. the Kremlin and Red square are very impressive and have a go on the underground there. The stations are like palaces. Don't know if you'll be going to places like Uzbekistan but if you do there are some amazing sites down there, old palaces, churches etc. Very beautiful places and not what you'd expect to find in the old soviet union. Not a lot in Minsk except buildings typical of the Stalin era.
Overall I recommend you go. It's a great place to visit and no more dangerous than many western countries I've visisted