hi
I first went through Pimsleur, and then I discovered Princeton courses. They are so different ! Pimsleur is a lot more fun - and you can listen to the lessons anywhere, but if you really want to learn russian, you'll have to memorize grammar stuff (and writing), so you'll need something like Princeton courses, very thorough but sometimes somewhat funny too (the teacher who wrote them has a sense of humor).
So I guess what I would recommend is : yes, mix the two. Begin with Princeton courses, and when you lack time or are too tired with grammar, listen to some Pimsleur lessons. With luck and if the paces match, you may even be able to practice the Princeton stuff you just learnt, with the Pimsleur lesson.