The express mail delivery services (FedEx, DHL, UPS) are widely available in Russia, but are significantly more expensive and not always faster.
When sending to Russia, it is often best to use a carrier that guarantees delivery like UPS or DHL. There have been cases of lost or stolen mail, but many people send mail in and out of Russia with no problem. As with anywhere, never mail irreplaceable valuables or money.
Realize that duty will be charged whenever you have imported something. To avoid unnecessary duty fees, try to list things at their lowest value, remove all shop tags, and label items as used.