I am having a ball with Russia.
The tactics are well discussed above so I will not elaborate on which settlements to take.
My army looks like this (I am only 100 years or so into the long campaign).
The Russians have an advantage in that they can build archer militia (Egypt is the only other faction I think with this ability). I build these units as they have no upkeep and are great for wall defences in settlements.
Unfortunately the Russian heavy cavalry is not strong (the Druzhina are extremely weak I find against infantry and other cavalry). I only have a few of these maily used as skirmishers and to chase down routing enemies.
I use the Kazaks to weaken and lure the enemy quite a bit.
You should always have a few spear militia or spearmen to fight of the enemy cavalry/infnatry
My other unit and by far the best Russian unit so far is the dismounted dvor the super archers who double as as heavy cavalry. Build a considerable amount of these and you should be fine.
This is my very very basic summary of the early Russian units which are worthwhile to build.
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