Postcard from Moscow

It's the last great European city where you still need a visa or you are meant to register with the local police if you don't stay in a hotel, yet these impediments make a good trip to Moscow all the more satisfying. The key to success is simple: just do Moscow like the Russians.

The boom years of the Putin era have created a city that is full of unique creature comforts, it just does not want to share them with anyone. Yet with the city four hours from London by plane and the rest of Eastern Europe becoming old hat, now is the time to spend a few days in Moscow as a local.

To get Moscow you have to understand that despite being in Europe it is not European, and just because it's the capital city of a huge chunk of an Asian country it's not Asia. You can best witness this ethnic cocktail on a Saturday morning at Dorogomilovsky Market, Moscow's version of the old Covent Garden (when it used to sell fruit rather than scented candles). Dagestani butchers mingle with Tajik grocers and Uzbek bakers. Although the sale of black caviar has now effectively been banned by the government, you can still pick up under-the-counter roe from the traders. The produce on offer would puts the Harrods Food Hall to shame (though the prices are comparable).

As the city's grime starts to fill up your pores, there is only one place worth visiting for a proper wash (and a good beating). Most tourists who brave the baths opt for the mock gothic splendour of Sanduny, still favoured by the business elite, but for the real intrepid traveller the place to go is Krasnaya Presnaya. With some simple Russian phrases, a bundle of roubles and a warm smile you'll bluff yourself in. Once in the buff you can endure what is said to be the hottest steam in Moscow (you can literally feel the skin come off your back) and drink the finest kvas (a low alcohol bread-based beer), brewed to a secret recipe that the barman refuses to disclose. You'll come out cleaner than you've ever been and starving hungry.

To satisfy your hunger there is only once place to go: Moscow's best-known yet most secret restaurant (opposite a posh eatery called Aist on Malaya Bronnaya). This hideaway has no sign above the door, no name and is impossible to find on the internet. To top it all, it's on the roof of a synagogue (complete with security guards and X-ray machines). Once you have ascended to the fifth floor above the temple you will enjoy the finest Azerbaijani food known to man, the kebabs are divine and the prices cheap by the standards of the city.

In seeing the underside of Moscow, one which the locals keep to themselves, you might understand a little better why they love their city so, and why they want to keep its delights away from prying Western eyes.