Train travel in Russia is very pleasant. Not too expensive and there is always hot and sweet tea available.
I have hitch hiked a lot in Moscow and other large cities in Russia. You stop a car, tell where you want to go and then negotiate a price. It is a quite normal way to earn a few extra rubles. It is generally not free. The only danger that I have experienced has been bad driving and lack of seat belts.
Moscow is a wonderful place to photograph. Full of contrasts, both rough and beautiful and full of expressive people.
There are some very good and cheap photo labs in Moscow, for example one close to Kuznetski Most.