Center for International Education. National Research University - Higher School of Economics (Moscow)

While it didn't work too well for Napoleon, Moscow in the winter was pure magic. Ice coated trees, white sky and streets, and masses of babushkas hurrying to and from the supermarket. I didn't have any problems with the cold, I brought a long thick coat and warm hat. You should bring pretty sturdy boots/shoes for walking about. The main walks do become slushy sometimes. 

We went out pretty often :) The HSE rooms you in a massive student dormitory, close to the city center. You live on a floor with other international students, and the ones there during my stay had a healthy appetite for night life. I loved my room, the communal kitchen, the ping pong and Russian soap operas downstairs, the odd Soviet grocery store down the street. 

The commute from our dorm to classes involved 1 metro transfer (the metro system is incredible!) and took about 40 minutes. Not bad for Moscow. 

I decided to go last minute, and my visa took roughly two weeks to process. No problems, they do this all the time. 

Russia did not seem any more dangerous to me than other large cities I've traveled and lived in. You should have no trouble in Moscow, but as you would in any large city, try to travel with a group after dark. 

The experience was really an amazing one for me. HSE is a new program, which means you can tell them something you'd like to do, and they'll do it.