I had problems with my visa once, but that was because I was an idiot. As long as you follow the rules, you'll be fine, but give them plenty of time to process it. To my knowledge, everything needs to be arranged well in advance. If you have the visa, everything should be fine.
The police are a different story. If you do nothing to attract attention to yourself, you should be fine. However, should you, for instance, be on an overnight train from Ekaterinaburg to Irkukst and be blinding drunk with a bunch of Russians and Poles, you might have to bribe the train police to stay on the train. The one with the gold teeth will most likely want a silver dollar.
Seriously, I've never had any problem with the police. Then again, I've never driven there, which is the usual corruption complaint. My friends who have driven have paid some minor bribes, but nothing bank-breaking. Ten rubles is a very small amount of money.
I've never been to Penza and I don't even know anyone who's been there. Moscow's different, though, and I've been there 3 or 4 times. Can I help there?
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"They that can give up essential liberty to obtain a little temporary safety deserve neither liberty nor safety." - B. Franklin
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