Unfortunately, there are only a few examples of Russian film that I have seen, but I was interested in the topic and decided to put in 'my two cents worth'
I enjoyed "Prisoner of the Mountain" a good deal. I also liked "Brat", "East/West" and "The Quickie" - All of which were Sergei Bodrov Jr. films. I enjoyed his acting and felt he brought the characters he played to.. Well, to life. Needless to say I was a little shocked to find out about his untimely death. Perhaps his father (director Sergei Bodrov) shares the same creativity, but his movies are a bit rare here, also (though I think he did direct "The Quickie"?).
As far as actors go, I also like Oleg Menchikov - Isn't he doing stage productions now? In London?
Aside from Bodrov pieces, I liked "Thief", "Burnt by the Sun" and "Moscow Does Not Believe in Tears" as well.
Keep in mind that the actors/films etc. I have seen may be more than a bit outdated
One thing I feel that is included in a good deal of Russian cinema (at least in the works I have seen) is irony. I enjoy irony in art a great deal, it almost feels like poetic justice