I haven't done a Russian visa for myself in a while, but it certainly is possible. The key thing to remember is that you need to be SCRUPULOUSLY careful about bringing/properly completing all of the required documents, showing up during their ridiculously short office hours, and following all of the rules for visas to the letter. If you do this, you'll get the visa with no problems, but Russian consulates love to send people away if they can find even the smallest excuse to do so. Don't give them the opportunity. Getting the visa by mail is also a fine option, if you have the lead time. It's reliable, don't worry.

The idea of going to an out-of-the-way consulate is a good one, if it's possible. The consulates in the US often have long lines, usually made up mostly of visa agency employees who have greased the appropriate palms so that they get served before the hoi polloi. You may find yourself having to wait quite a while in line if this is the case at your local consulate.