Visit the website of the Russia National Tourism Office at Russia-travel.com. Click on the "Excursions" tab at the top of the page. Although the list represents guided tours that are available, this is also a good place to start choosing sites you would like to see on your own.
Select the sites you would like to see. Make a list of the places that spark your interest. This will give you something to work from. As you start researching the sites, you will find even more places you would like to visit. Make a note of these, too.
Research your choices. Visit the Frommer's, Fodor's, Lonely Planet and WikiTravel websites for more information on the places you would like to go. All of these sites have a wealth of information on where to go and what to do while visiting Russia. You will also find information on tours, getting around and background information on the sites that interest you.
Visit a travel agent. Pick up as many brochures as you can on the areas you will be visiting. You may want to take these with you when you travel so you have some English language references.
Pick up tourist brochures when you enter the country. These will be available at airports and hotels.
Ask at your hotel. Once you have an idea of the places you would like to see, ask the locals if you should add any places of interest to your itinerary.