As for walking - there are quite a few routes, especially for a warmer time of year. You can start from the University viewpoint, go down to the bank of Moscow river and head right (to the east), passing the Academy of Sciences and through the Gorky Park. Or you can walk around Victory Park (Park Pobedy) which in summer is filled with rollers and cyclists. If you're more interested in architecture than the parks, then head straight to the downtown - either within the Boulevard Ring or to the Zamoskvorechje (southern bank of the river). My personal favourite here would be a route from the Kitay-Gorod metro station through the narrow streets down to the Stalin-era skyscraper on Kotelnicheskaya, then after crossing the Yauza - V.Radishevskaya towards the Taganskaya metro station. Especially great on a weekend as most part of tihs area is filled with offices. Be sure to take a map