Through my painful search for a place to stay in Moscow, I went by quite a few number of helpful sites. For anyone interested in staying in Moscow or St.Petersburg for a week to several months, without getting bankrupt, here are some excellent options (they all responded to my inquires) :
hostels and budget hotels :
Travelpunk search engine
(of course !)
short term apartment rental :
waytorussia
www.unclepasha.com
apartment sharing :
www.flatmates.ru
forums about Russia with good classified section :
www.expat.ru
very active (I received PMs with offers within a 24 hours)
vivre en russie
voyage forum
French speaking community, but you can place an add in english.