I really advice to go to Izmaylovskaya Bazaar, a huge market north-east of moscow. Metro statio Partizanskaïa or Ismailovskaya. you will find here lots of goods from all Russia, from furs to bootleg dvds ! Lots of clothing, souvenirs, matrioshka, yet not touristical (lots of russians from other regions come here, but no international tourists). As long as you're not waving your expensive camera at everybody, this is a rather safe and friendly place; You can eat shashlicks while you're wandering, i like this place, always appreciated by my newcomer friends to russia.