My favorite first round buy for Russia is 2 Inf. 2 Arty. 2 Armor. this packs a powerful punch, and a good defense. theres also enough to keep russia alive from the swarms of Germans.
I think artillery buys with Russia are a waste of money....Russia needs tanks more than anything....Russia has to have a flexible front(one which could shift at any moment) with tanks(which move 2 spaces) Russia can shift it's attack quickly, with artillery your attack power doesn't threaten as many spaces...but tanks stacked in WRus are in very good position to counter attack(against Japan or Germany)