I don't know if the toilets lead out onto the tracks, but I know the ones in Malaysia do!
Moscow and Piter should be ok, just don't get spooked by the customs officials when you're there. They have a habit sometimes of intimidating people for cash, but if you laugh them off and stand your ground, they'll crawl away quietly.
The usual travel safety applies, make sure you are alert on the streets and that no ones makes off with your passport and cash.
One thing to note is the registration problem in Russian. Under Russian law, all foreigners in Russia must have both visa and registration (registratsi), and Russian cops/militsiya have the authority to stop and check anyone anywhere for their papers. In Moscow, the cops are notorious for shaking down foreigners for exactly those reasons, and since your visa and registration IS in your passport, if you don't have it with you, that means extra revenue for them on the spot. Last I heard, if you don't have your registration with you, its an 800 Rbl payout or they take you to the station. If you don't have your passport and all the other documents, then......
The problem is that most foreigners prefer to keep their passports in their hotel safes, and if you bring it with you, you risk theft on the streets, but if don't have it and a cop stops you, well, that would kinda suck! In Piter the cops are only interested in stopping central asians for that, so you'll generally be ok in that regard. You might wanna check with your hotel or contacts when you're there as to which is better, to carry or not to carry the documents.
My rule is that if I am with my contacts in Moscow, I won't bother carrying them, but if I am alone, I leave it to a last minute decision on that. In Piter, I just won't take it out at all.
As for the beer, I suggest Nevskoye
