Visit the "Way to Russia" Web site (see Resources below) to book your tickets online. Clicking on the "Train Timetables" link just below the title bar will take you directly to the booking page.
Have access to a Russian phrase book, particularly if you're buying your tickets at the train station. Tellers aren't expected to be bilingual. If you don't speak Russian, you're on your own.
Buy your ticket once you're on-board. It's a little bit more expensive. Plus, the conductor will expect to be "compensated" because you're supposed to get your tickets at the station or in advance. Still, it's a good last-minute option.
Buy your ticket through a travel agency. There's a fee for doing so. The benefits of being able to avoid a long wait in line at the station or having to communicate in a foreign language could be worth the cost.
Opt for the first-class ("spalny vagon") compartment for about $150 in order to enjoy a cozy, spacious ride. It's not a sleeper car, but the seats are farther apart and offer more legroom.
Save a few dollars by sticking with second class ("kupe"). The seats aren't as spacious as those in first class or in a sleeper car, but you'll still have enough space to be comfortable.
Keep even more money in your wallet by choosing third class ("platskartny"). Tickets are often $50 to $100 less than first class. But if you need to stretch out, saving money might not be a priority.
Get some hot water from the samovar found in every car. You'll be able to make yourself a hot drink.
Buy a little dinner on the train. There are packaged meals available.
Enjoy a drink in the restaurant car. Bringing aboard your own alcohol is illegal and shouldn't be attempted, especially if you're a foreigner. You'll need to rely on what's behind the counter.