I would generally agree with the above comments, save for a few words of warning about the overnight trains. Be prepared to share a compartment with another person or three, depending on which class you're travelling. Make sure the compartment door is well locked - there have been reports of thieves operating on the long-distance overnight trains, especially St Petersburg to Moscow and vv because a lot of foreigners use it. I have never experienced it myself, but there was an incident on one of the trains I was on.
I never enjoyed the overnight train journeys myself and I did many of them, but we're all different, so whatever floats your boat!