Oh I remembered Shackleford's other post. This is the girl from St Petersburg, isn't it? Why don't you simply go there and see her there? St Petersburg is a very "European" city, quite chic, and a very interesting tourist destination in its own right. You'll be completely blown off your feet by some of the sights there - it is really very impressive. And think how much fun it would be for your friend to show you her city!
If you want to go "abroad" together, you could go to Finland (easy visa), then hop on the 1 hour ferry to Tallinn in Estonia. From there you could go elsewhere in the Baltic states, or perhaps Poland, Krakow, supposedly a very pretty and interesting town. All this is MUCH, much better value than London or Paris which are crowded, less friendly and much more expensive - not to mention more difficult to get visa to.
I think there are actually serious negotiations ongoing for dropping the visa requirement between the CIS area and the EU.
Wouldn't that be great!