Lumen is the best russian rock band out there (in my opinion). The became popular about a year ago and have only 4 albums but what albums those are.
Most of the type it is rock/punk rock. I personally prefer the rock songs of theirs. It's similar style to HIM but not satanic at all.
http://www.lumen.ws/ (site is in russian)
The best songs in my opinion are Druzia, Detki, Skol'ko i Sid & Nancy. If you are comfortable with listening to foreign speech and like rock you can ask me or bla and we can probably give you a demo (or more ;) ).