Visa Support Documents
 

I'm thinking to stay at Sheraton Palace Hotel Moscow.
Their website says they can give visa support documents.
Do I need the documents from the hotel only if I prepare my tourist visa by myself? I will stay only at this hotel in Russia.

If I use an agency such as VISAHQ.com, do I still need the documents from the hotel or the agency gets all documents I need and do the job?

You need an invitation from a Russian institution in order to get a visa. Hotels will often give the invitation, sometimes at a cost. Visa agencies can also get you an invitation, but it will always cost you. I would call or email the hotel and see if they charge for the invitation.

My hotel "Sheraton Palace Hotel Moscow" provides visa support documents for their customers, and the service is free.
Is it enough to get a tourist visa, or do I need something else? I will stay only at this hotel while I'm in Russia.

That is enough. You can even apply on your own if you prefer. Also keep in mind that IIRC if you decide to change or cancel that hotel they usually have an option to charge you for visa invite.