I've been traveling through the city on the excellent Metro system: it's fast, reliable, convenient, and cheap. There is a stop right outside my hotel that can take me pretty much anywhere in the city.
The Metro system was constructed starting in the 1930s and was intended to reflect the glory of the socialist state, and thus the oldest stations boast ornate and extravagant architectural designs, often with murals and sculpture in the official artictic style of Russian communism: Socialist Realism.
The escalators are among the longest I've ever been on--rivaling those at the Dupont Circle stop on the D.C. Metro or at Leicester Square station on the London Underground. They also move faster than others I've been on, though one gets used to this quickly.