Yes I totally agree with going to the Bolshoi’s new stage Maly Theatre, but get your tickets really early. I saw a production in June on the new stage and it was great. There is also a ballet company in the Kremlin, and I was talking to some people who went there and really enjoyed it…. I’m an actor and I was there studying theatre, and there is so much great theatre there…. I would definately check out the Satericon theatre… Richard the III, or Macbet… they are in Russian but so well done that you understand anyways…. hope this helps!