The easiest and totally free way to navigate in Moscow is using Yandex Maps. Application is available for WM, Symbian, UIQ and java phones. It is similar to Nokia Maps, you can download map fragments on the go, via GPRS. I used it during my last visit to Moscow and found that it has the best detalization compared to Nokia or TomTom maps. And if you choose to connect via GPRS and update your location data, you will get access to traffic situation too. However, until now there was a catch22 - the people who needs such navigation most, would be ones not willing to use it due to sky-high prices of data roaming. I personally, used Russian SIM for that trip, but it is not something easy to do for a foreigner, or anybody on a short visit. Now, this problem is solved for smartphones (read not for Java phones), because now you can download full Moscow map (60MB streets or 183MB steets+satellite) availablefrom Yandex Mobile Maps website
and put it into predefined directory on your phone. Disclaimer! I have not done it yet, but will try soon.
P.S. While at it, provided you get a local SIM, it is also the easiest way to navigate most other largest Russian/Ukrainian cities, currently, 15 cities available: Москвa, Санкт-Петербург, Киев, Екатеринбург, Краснодар, Нижний Новгород, Новосибирск, Одесса, Орел, Ростов, Рязань, Самара, Тула, Уфа, Челябинск, Татарстан, Крым.