Some places are heaven for the independent traveler. And some, well, aren't. For our series "Iconic Itineraries," we picked six destinations that are must-sees but whose massive tourism infrastructures are so geared toward groups that having an authentic, unique trip can feel next to impossible. Not to worry: Working with the world's leading travel specialists, we've created step-by-step trips that let you see the best each place has to offer, but on your terms. Each of our highly detailed itineraries has been vetted and perfected by a Condé Nast Traveler editor, and each can be bought as is with just one phone call or customized at will. So here is:

The Problem
Navigating Russia is like trying to pass through a series of locked doors—without the keys. Egalitarian it's not: Many of the museums and palaces, or at least the best sections of them, are either tough to get tickets for or closed to the general public. Fail to find a way in and you'll miss the must-sees. Working against you are a gazillion inscrutable rules and the absence of any customer-service ethic, not to mention the crowds. From mid-May through mid-September—the season when nearly all tourists visit—the major museums and palaces are mob scenes. Because tour groups get favored treatment, as an independent traveler you spend much of your time battling them.

The Solution
It's not going in the off-season: Even if you don't mind the cold, the days are too short for sightseeing, and museum and palace hours are too limited. Nor is the answer going with a group: You're likely to get a dictatorial guide with a customer-is-always-wrong mindset. Nor is a cruise the answer: You don't get enough time at the best places. No, the solution is to call a Russia specialist such as Greg Tepper of Exeter International (or use Concierge.com's Travel Agent Finder). Tepper has handpicked flexible, English-speaking guides and will create a tour customized to your tastes. As he points out, however, "The easy part is making the lines go away. The hard part is making the crowds go away once you get inside." To accomplish that, go just before the season begins—meaning late April or early May, when the sky is blue and the daylight lasts 15 hours—and start in Moscow on a Thursday (read on for why). Here's the eight-day itinerary Tepper and I designed that includes the highlights of Russia's two most famous cities, Moscow and St. Petersburg.

Day 1 (Thursday): Land in Moscow
There are two Moscows: One is an ugly city of gray buildings and long lines where everyone glares and barks at you. The other is a world of gilt and diamonds that welcomes you with white gloves—and which most Muscovites never even glimpse. So don't skip Moscow because people have told you there's little worth the trip. Those people didn't see it properly.

Arriving on a Thursday puts you in Moscow over a weekend, when traffic is lighter, hotels are cheaper, and yet everything you'll want to visit will be open. Given how vast distances are in Moscow, it's worth the bucks to stay at the hotel with the best location: the Royal Meridien Hotel National. The best room for your dollar is a studio with a Kremlin view (7-495-258-7000; national.ru; for rates, see "The Basics"). Have the hotel or tour operator Exeter International send a car to pick you up at the airport, since taxis are unsafe and unreliable.

If you've taken Delta's nonstop flight from JFK, you'll arrive at the hotel in the early afternoon. Get your bearings and minimize jet lag by hitting the sidewalks and keeping active until 7 or 8 p.m. There's plenty to see within a 15-minute radius of the Hotel National, and it's a safe area. Walk across Red Square to St. Basil's Cathedral and back via GUM, the turn-of-the-century shopping arcade now filled with designer boutiques catering to the affluent New Russians. Hungry? Grab a quick bite at a café, either inside GUM (on the third floor) or in the Manezh underground mall (third or ground floor). Prefer a big-deal meal? Nearby are the Vogue Café, where locals dine on Western cuisine (7/9 Kuznetsky Most; 7-95-923-1701; entrées, $16–$30), and Godunov, where tourists dine on Russian cuisine (5/1 Teatralnaya Sq.; 7-495-298-56090; entrées, $15–$40). Walk 20 to 30 minutes up Tverskaya, Moscow's main street, to the historic gourmet food store Eliseev's Gastronome (14 Tverskaya). Head back to the north end of Red Square at 6 p.m. and visit Kazan Cathedral during evening services. You can walk in and out as you please, since Russians don't sit in church: They move around, kneeling and kissing icons. Because the Russian Orthodox Church is at the core of the country's culture, appreciating it is critical. Next, pop into the State Historical Museum gift shop opposite the cathedral to get a feel for the range of Russian crafts and souvenirs that will tempt you during your trip. But don't buy anything yet! You'll find better prices at the Izmailovsky Bazaar on Saturday. Ready to collapse? Your hotel is only a five-minute walk away.