I admit, my knowledge of Russian literature is limited to the popular classic authors - Anton Chekhov, Leo Tolstoy, Vladimir Nabokov, Ivan Bunin, etc. That being said, I find their works are some of my favorite novels of all time.
Nabokov's Lolita is without a doubt my favorite Russian novel. It is a story that I think is handled so well, and I know was revolutionary for when it was written, especially with the subject matter. You can read it as a classic but still feel it is fresh, not dated. I have yet to read a better work regarding an older man's obsession with a young girl. Beautiful.
My favorite author, however, would have to be Mikhail Bulgakov. I have only read one of his books and a few short stories, but I am already so impressed by him. The Master and Margarita is highly acclaimed and I consider one of the best books I have read, especially one regarding the times of the Soviet Union. The writing is heavy but beautiful; the imagery used is haunting and mind bending. It is a book I think you have to read to fully appreciate and understand.
I hope I mentioned an author or book you haven't fully looked into yet, or I am afraid I am not much help.

Good luck in your reading and enjoy!