Book your ticket using the "Way to Russia" Web site (see Resources below). It's one of the simplest resources for buying tickets online, providing both English and Russian versions. To start, click on the "Russian Trains Timetable" link located underneath the title bar.
Make sure you buy your ticket within 45 days of travel. Tickets are not available earlier than that point and become invalid if unused before the end of 45 days.
Book tickets for holiday travel in advance. The rails tend to fill up the closer you get to holidays like Christmas and prices rise as well.
Buy tickets on the overnight train from Russia to Estonia, particularly if your itinerary is tight. This way, you won't waste daylight in transit.
Line up early when buying tickets in Leningradsky Station in Moscow. It can take quite a while to get served.
Travel first class on the EVR Ekspress from Moscow. It costs about $150 and includes a sleeper.
Choose a second-class berth when you need comfort but are on a tighter budget. Second-class compartments are roughly $80 per person. They're only slightly smaller than first-class berths.
Keep even more money in your wallet by just buying a ticket in the coach compartment. It'll be 14 hours in the same seat from Moscow to Tallinn but the price for a ticket is just about $30.
Elect to arrive in Tallinn when traveling to Estonia. Not only is it the nation's capital, it offers one of the best starting points for a visit to this Eastern European country.
Ride the "EVR Ekspress" from Moscow to Tallinn. This is the most common carrier in use between Russian and Estonia.
Take the train from Moscow to St. Petersburg and transfer to a bus into Estonia. It's a bit less expensive than a direct train from Moscow, but it's a little out of the way.