А вот как надо себя вести в России человеку с запада: Советы
Speaking as a Russian:
It depends on how you behave. First, dress in a way that doesn't mark you out as a tourist (ratty jeans, hoodie/army jacket). Don't wear your camera around your neck or anything like that, obviously. If you're female, try to look mousy and frumpy.
You may be used to making eye contact on the street, smiling at people, saying "hello", asking your cashier how their day is, and so on. None of these things, or anything like that, are appropriate in Russia. Do not smile. Look as unfriendly and "don't fuck with me" as humanly possible. Obviously, do not start conversations. If you're buying something in a store, say "Budte dobry, [item name]." Pay, then leave (saying "spasibo" is usually unnecessary and not customary, as well as exposing your accent more). Think stereotypical New York City at 9am on a Monday morning. Do not expect creature comforts in hotels or anywhere else. People, especially middle-aged women, will yell and curse at you if you cut in front of them in line or on the street, prevent them from moving their little carts on the sidewalk, look at them funny, bump into them, are too young or well-dressed, listen to music too loud, etc.
This is not to say Russians are terrible and unfriendly people. In private, we're very warm, soulful, conversational, etc. In public, though, we avoid engaging with anyone. It's just how it is.
The militsiya is not your friend, not even if you expect to be attacked. Try not to buy vodka anywhere except Moscow/St. Petersburg, because much of the vodka available is counterfeit and may kill you (this, combined with alcoholism, is one reason Russia has a higher death rate than birth rate). Restaurant/bar vodka is usually okay, though.
Do you know any languages other than English? Use these when talking if possible.