You will see some ads in Moscow Times, Exile and the likes (local newspapers). My advise is not to use any of these. Girls charge $100 minimum but are not worth a penny. Had some friend from the States who made these mistakes. Have fun.
Exiles newspaper and their web-site are good recourses for some basic information. Visit http://www.exile.ru/ and go to their bar guide http://www.exile.ru/bardak/bars.html and club review.