I enjoyed Amsterdam when I was there.
Moscow was fun, but so was the less-frequented-by-tourists Volgograd.
Volgograd has some nice beaches on the Volga, which is a pleasant swim in the summer and produces some tasty fish and crayfish.
Volgograd is also the former Stalingrad. The WWII panorama is worth seeing, as is the war museum and the various battlefield exhibits around.
The Mamaev Kurgan - featuring the gigantic statue of Mat Rodina - is awesome.
Summer weather there is hot but not too humid. Can't recommend going there in the winter, however, unless you like dressing in lots of layers.