Fun club. 2 levels with multiple bars. At various points they clear the dance floor and have female exotic dancers or break dancers. No cameras are allowed inside. Travel with a group. To get home you may need to find a cab on the street and wake the driver up.
Dress Code: Casual dress is ok, but I recommend wearing something other than a t-shirt. Nice jeans are ok.
Pick up food and vodka before boarding. Its a long trip and you can share your vodka with people you meet. On my train I met some Russian Soldiers and had much "Russian cola" a.k.a. vodka shots with tomatoe juice chasers. YUMMY!
BE AWARE -- Russia does not allow you to take pictures from the train while it is moving. I was eating breakfast one day and took some pictures out the window as we passed a river. Some Russian undercover police started to yell at me. They wanted my camera. I guess terrorists plot attack points along the rail by taking photos of possible secluded attack sites. Eh well I wasn't a terrorist so what did I care. I continued to take photos from the train.