Z is for Zhivago in 21st-century Russia

It's 4am. We're huddled in the back of a Lada with a couple of Siberians, speeding down a frozen highway at 60mph. Nobody knows the driver - it's normal to flag down a car going your way and offer cash for a ride.

This is nightlife, St Petersburg-style. If you believe everything you read in the glossies, Russia is now achingly cool. Wallpaper* gushes about the grooviness of the clubs, while YSL's winter collection bigs up Cossack style. The Soviets, apparently, have chopped off their mullets and replaced their dodgy denim with designer labels. Can Russia really be the last bastion of undiscovered hipness?

One snowy Monday night, Olga - a 20-year-old student guide provided by the travel company - gives us a whistle-stop tour of St Petersburg. We start at Cynic (on Goncharnaya Ulitsa), an arty caf? near the university where a meal costs £1 and the d?cor veers towards the communist. 'My friends love it here - it reminds us of our childhood,' explains Olga, pulling on the heavy iron door. The theme continues at Propaganda (off Nevsky Prospekt) with clunky metal lights and brown greasepaper tablecloths. The twentysomething crowd are guzzling vodka cocktails, and we decide it would be rude not to join in.

A giddy head is a must to survive Griboyedov (on Voronezhsakaya Ulitsa), the city's most famous club. Housed in a former bomb-shelter, there's a tiny bar, an even tinier dancefloor and a chill-out room where people actually sleep. We sit in a booth with Olga and her two Siberian friends, steadily getting more drunk - the natives do vodka shots followed by a suck of lemon. No wonder the bar stocks Alka-Seltzer.

This is the best thing to do at night. After a day studying the Rembrandts, Rubens and Picassos in the Hermitage, and attempting to buy something other than Russian dolls and stuffed grizzly bears (it's impossible), a subterranean bar/club is the only place to be. And anyway, where else in the world could you go raving in a jumper and thermal vest?

Moscow couldn't be more different. The capital is often described as London to St Petersburg's Edinburgh, the implication being that Moscow is more sophisticated with fewer drunks. This is true. The nicest way to arrive is by the Red Arrow train. Everything about the overnight journey is romantic, from the passing snow scene to the faded grandeur of the two-berth cabins and the guard coming round with a tray of caviar and cognac. And, unlike Railtrack, Russian trains can cope with snow.

But back to the nightlife. The hippest (and Wallpaper*-approved) bar is Propaganda (on Bolshoi Zlatoustinskii Pereulok). No relation to the one in St Petersburg, it's just that an ironic nod towards communism is very now. Unlike the Moscow nightclub of yore, this one soft-pedals on the prostitutes and gangsters, and favours exposed brickwork and acid jazz.

The waitress thanks us for visiting her country - Russia still hasn't made it to the dizzy tourist heights of other East European places. She also tells us that both Moscow and St Petersburg are more fun in the summer, but I'm not so sure. If you've seen Dr Zhivago or the odd Chekhov play, you expect tons of snow and people in furry hats (if nothing else, it masks the concrete buildings). And anyway, only during sub-zero temperatures can you truly understand why vodka is the national tipple - nothing else keeps out the cold.

A-Z travel guide for 2002