Here is a list of some useful websites that should help you with the Russian grammar. These sites should also provide links for other Russian sites.
http://www.gwu.edu/~slavic/golosa/ -- exercises and video for Golosa textbook (1st and 2nd year of Russian)
(An Interactive Online Reference Grammar by Robert Beard, Bucknell University)
http://www.auburn.edu/~mitrege/russ-resources.html -- (The Russian Web Tutor at Auburn University by George Mitrevski - contains exercises for both Nachalo and Golosa, other tutorials and exercises, and even a "Russian Talkboard" -- you can record yourself speaking and listen to others! + Information on Russian art and links to other language sites
http://russian.dmll.cornell.edu/brtf/films.htm Beginning Russian Through Film (episodes from famous Russian films with scripts and translations) developed by Slava Paperno
http://www.languageinstitute.wisc.edu/rails/ -- Russian Advanced Interactive Listening Series on a variety of cultural topics
http://masterrussian.com/index-2.cfm -- Basic Russian
http://www.websher.net/srl/asp.html -- Russian Aspectual Decision-Making
http://lingvo.ru -- English-to-Russian and Russian-to-English Dictionaries
http://www.gramota.ru/ -- a big variety of Russian dictionaries (orthographic dictionary, dictionaries of stresses, dictionary of antonyms, dictionary of synonyms, Russian-to-Russian dictionary, dictionary of Russian names, dictionary of Russian slang)
http://vidahl.agava.ru -- On-Line Explanatory Dictionary of the Russian Living Language. By V. Dal’.
http://www.ruscorpora.ru/ Russian National Corpus. The website contains over 300 million words. It is a reference system based on a collection of Russian texts in electronic form.
Russian Literature and Culture
http://max.mmlc.northwestern.edu/~mdenner/Demo/index.html -- A Bilingual Anthology of Russian Verse
http://stpetersburg.berkeley.edu/ -- Mapping St. Petersburg
http://cr.middlebury.edu/bulgakov/public_html/ -- resources on Master and Margarita
News, articles, reading
http://parter.ru/ (what, where and when in Moscow)
http://all-moscow.ru/index.ru.html (welcome to Moscow)
Readings at intermediate level
Radio: Новости на упрощенном русском
http://nclrc.org/webcasts/russian/ -- (simplified Russian news with audio recordings, scripts, and exercises),a project of the National Capital Foreign Language Resource Center.
Places to buy Russian books and music
Poems for kids, puzzles, crosswords and etc.
Russian Folk Art
http://www.sunbirds.com/ -- - Fairy tale paintings from lacquer boxes