If you visit Moscow, Bolshoi Theater is a must. The tickets are not very expensive, even from scalpers (remember to bargain). We were lucky our friend bought us tickets for about $15. We had front seats in the balcony with a good view.
The theater is beuatiful with paintings on the walls and a huge chandelier.
We saw a ballet called Don Quixote. My husband and I are not big ballet fans, but we both loved it. They had a great show and costumes. They even had Don Quixote riding a real white horse. This is by far the best ballet I've seen, even at the Met.