"Is there anything one should see between Warsaw and St. Petersburg?"

Only Lithuania, Latvia and Estonia...

You do realize northern Europe will be cold and dark at that time of year? Given where Sochi is, I'd be looking at Turkey and maybe Georgia and Armenia or the Crimea instead.

I guess I should have clarified my question what should I see in Lithuania, Latvia, or Estonia. I was looking at taking the Train from Warsaw to St. Petersburg through Riga to avoid Belarus. I do know it will be dark and cold (I lived in Nome, AK for 3 years) but if I am going to pay the Visa fee to get into Russia I was hoping to see as much as possible. Going though the South like that sounds interesting. Where would you suggest starting and stopping that direction?

For my Baltics TR see:
http://www.fodors.com/community/europe/the-b-trip-part-one-baltics.cfm

At least the capitals, and I would vote for most time in Riga, but then I'm a big fan of Art Nouveau. Then I'd take the ferry from Tallinn to Helsinki, and the train from there to St. Petersburg.

Going south, I loved Lviv, so I would likely start there, take a look at Kiev and then head for the Crimea via Odessa. For my time in Ukraine see:
http://wilhelmswords.com/eur2006/index.html

I went east across Russia, not south, but I might look at the Volga river cruises, although it may be the wrong time of year. Certainly Volograd and Rostov.

Another option would be Istanbul, heading east to Georgia, however, you may not be able to cross north along the Black Sea coast, I haven't looked at the situation WRT Abkhazia lately (check on Lonely Planet's thorntree). If you can't go overland I'd reverse that route, as there are direct flights from istanbul to Sochi. For my take on Georgia start here:
http://mytimetotravel.wordpress.com/2009/09/29/battered-batumi/

thursdaysd how much did it cost you when you did your trips. i see that you are a very frugal traveler!

Seems like you are heading rather far north to head south to Sochi. Would you fly there from Moscow? I'm guessing you'd want to be in Sochi for several days to experience the Olympics, yes? This will make your 2-3 week time frame rather challenging.

yea thats what I am trying to figure out. I plan on a few days in Sochi for sure. I hear that there is suppose to be a high speed train from Moscow to Sochi in time for the Olympics so it will be flying or high speed train. I'm just not sure when the next time I will be in Russia would be so I would like to visit the bigger cities while I am there.

patrick - I would say I'm a budget traveler, not a frugal traveler - a flashpacker, not a backpacker. For the real frugal travelers you need to visit Lonely Planet's thorntree. For instance, these days I usually pay for such luxuries as en-suite bathrooms and AC, and couchettes instead of seats on night trains.

I don't remember what my per diem was for Russia, but in any case it would be wildly out of date as costs in Russia - certainly in Moscow - have skyrocketed since then. The hotel standard has also improved, though, the Soviet-era behemoth with the great view of Red Square I used was torn down shortly after I left. (Looks like the closest hotel now is a five star Kempinski, just across the river. Way out of my price range!)

I would fly to Istanbul, skip Moscow in winter.
After y utour the Baltic states, fly to Istanbul for a few days and then across the Black Sea to Sochi

Note: if you really want to spend some time in Rissia, I'd recommend St. Petersburg, Novgorod, Moscow and one or more of the Golden Ring cities. I'd believe the high-speed rail line when I saw it.... But personally, I'd visit Turkey.

I wonder whether the Russians may make the visa situation easier for the Olympics, because it's certainly a pain. However, I suspect that they won't reduce the price for US citizens, as it's set based on the price the US charges for its visas. (The real cost is even higher, as applicants have to show up at the embassy in person, even if it's hundreds of miles away.)

Alright I will listen to all the advise that is being given so tell me a bit more about Turkey I havent really looked into it. I do hope the Russia maybe eases up the Visa restrictions for the Olympics, and I dont have tons of faith in the high speed train but it is amazing what a country will get done to look good for the Olympics. I was in Athens in June right before the Olympics and to see how much it changed in the two months was crazy. thursdaysd I am not sure what a flashpacker is but I would say I am a budget traveler not frugal as well (maybe frugal wasnt the right word earlier!).

Well, Istanbul is just a magnificent city. Between the mosques and the markets and the museums, the people watching and the setting, it's hard to have a bad day there. (Although you do need to be good at saying no to people who want to sell you things.) Borrow one of the picture guidebooks from the library, or spend some time in a bookstore, and you'll see what I mean. The ruins at Ephesus are certainly worth seeing, there's a good museum in Ankara, the scenery in Cappadocia is literally fantastic (google it). For my last, too short, visit to Istanbul see http://mytimetotravel.wordpress.com/2010/01/25/back-to-istanbul/ and the following post, but the top sights are the Topkapi Palace, Aya Sofia and the Blue Mosque.

I haven't made it along the Black Sea coast or to the far east yet, but there a number of places there I'd like to see, e.g. Safranbolu, Trabzon, the ruins at Ani, Mt. Ararat...

Not to mention that Turkish has a killer US fare promo on right now.

I see two very different options - the north option and the south option.

I assume you are planning a week in Sochi for the games and either 1 or 2 weeks elsewhere - correct?

The north option:
The north option involves greater distances (it's over 1500 miles between Sochi and St. Petersburg) and some flights. You could fly into St. Petersburg (stay 5 or more nights!!!) and train from St. P to Estonia/Latvia/Lithuania (2 nights each), and then fly to Sochi. Fly home from Sochi. Most (but not all) people prefer to visit Moscow or St. P and the Baltics in summer in more temperate weather.

The south option:
The south option is simpler, more temperate, and probably cheaper. You can fly round trip from US to Istanbul in February for about $500 (includes all taxes/fees). Istanbul is worthy of a weeks visit - you can include some of the other gems in Turkey (Cappadochia, Ephesus, Pamukkale). There are options for cheap internal flights, buses, or car rentals depending on what you plan in include. You can get direct flights from Istanbul to Sochi. Or...if you've made your way into eastern Turkey, there's a ferry from Trabzon, Turkey to Sochi, Russia (4-1/2 hours one-way).