Backlinks of a typical Russian website is a total nightmare. You will probably find lots of spammy directories and social bookmarks. This is how the SEOs in Russia usually begin their SEO efforts to get sites quickly indexed and receive initial PR and Quotation Index.
There are dozens of services and scripts offering to register your site in hundreds of directories (one of the most common is called 1PS). There are also directories working with reciprocal linking. Well well… This seems to work in Russia, and people keep doing it, however linking to all the link farms will lead to penalization for link spam.
My personal opinion: stay away from spammy directories. Might work today, but won’t work tomorrow. Focus on getting into few, but valuable ones, which will give your site trust in the eyes of search engines and searchers, and maybe even some traffic. Here is some to start with:
http://yaca.yandex.ru/ – link directory of Yandex. Being listed there will boost your quotation index and attract visitors (as valued by Yandex as DMOZ by Google).
There are two ways to get it: to pay or not to pay and hope for the best. Paid listing is a matter of days. It costs around $400. Site might however be rejected due to bad quality. YaCa guys are strict! Free listing is a matter of luck. You can apply and wait for several months. They never inform you about their decision.
http://list.mail.ru – link directory of the biggest email service provider and news/ entertainment portal. According to their rules, only charity organizations, educational institutions and such’s sites can be accepted for free. Commercial sites have to pay, but then again, if you pay – you get a direct link in return. Traffic from this directory is almost zero.
http://top100.rambler.ru/top100/ – link directory of Rambler, another local search engine.
I also recommend look for directories in your specific niche.
Bonus : a big list of Russian press-release sites: http://forum.searchengines.ru/showthread.php?t=345469. I just found it in a forum. Haven’t check them yet, but at least some must be good =)