Yesterday I took the SAPAN Speed Train that in only four hours took me from St Petersburg to Moscow. Modern cars and comfortable seats. To me the best way to travel within Russia. First I went from Helsinki to St Petersburg on the Allegro Speed Train, and now the SAPAN.
Only a few one or two minutes stops, but then a very smooth journey at speed around 250 km per hour. The SAPAN counts with bathrooms on each car, and a restaurant/cafeteria. No WiFi on the train, but they were announcing that from NOV 2012 on the will. Tickets from EUR 116 on each way. Without a doubt the best option to travel around Europe, especially if you do with lots of luggage as we have. Just seat down, relax and enjoy the scenery go by, either at your seat or at the restaurant car.