Russia

Russia is still very communist in the way it handles visa - nothing is easy.

You have to get an official invitation letter from a Russian tour company in order to get your visa. They charge for this service.
You then apply for your visa. We applied at the Russian Consulate in London. They charge depending on how quickly you want it. You also need to have proof of travel insurance that includes Russia.
When you have your visa and arrive in Russia, you need to get your visa registered within 3 days by the people who invited you and then again theoretically at every place you spend more than three days. If you get your visa invitation through a hotel, they may register it for free.

One of the cheaper ones we found was through WaytoRussia.net
They have a good website that explains what you have to do and use a company called Intelservice in Russia who actually does the invitation letter.
They did the visa invitation letter for $30 (next day service) $45 (same day service)
They then fax you the invitation letter.
When we got to St. Petersburg, we didn't realise we had to pay again for the registration, this was not explained to us my WaytoRussia so be ready. We payed 650 roubles (18 Euros) for the registration. Our hostel was offering to so the registration for 35 Euros (don't know how it works with having to get it registered by the company that invited you but this is Russia where things don't always go to plan)
We then went to Moscow and the hostel there registered us again but didn't charge.
You will get a entry slip when you arrive. DON'T LOSE THIS. This is what holds your stamps and you need to show it when you leave.