Russia is a third-world country and whan I have is not so much, I know guy who earn in a month as much as I earn in a year, he works in Gazprom, regional top-management. But he works pretty hard, so I don't envy him so much.
For example f**king luxury cars that are not so expensive at all costs 2-2.5 times more in Russia than in US. No, this is not the biggest problem, but there are many of them. You can just read wiki to get the picture.
Russia is good for one thing - earning money. No matter how, half-legal business or stealing of all kinds (from state budget for example). But imo there are no better place to just live at your pleasure than top countries of Europe (Sweden, Norway, Netherlands, UK). In Norway living in prison = living like a king according to poor Russians and their housing. Absolutely seriously.
About migration policy and other stupid shit, there are no such problem. There are dozens of illegal options how to move and get citizenship and also a few legal(business/investments) ones. If you have money you have no problems.
The last question is what country move to, it's very important question.
The main factors are: good climate (suit almost any country of EU, because our climate is hell), good infrastructure (high quality of roads, clean streets, beauty parks), good people (polite, respectful), low crime rate. Also it would be cool to have some guns legally, especially automatic, but it's not so important.
Also I want to make some social research to compare people from developed European country to Russians. To bust some myths and find out something interesting.