Moscow is a city of many treasures, but it is distinctly lacking in mountains. It doesn't have any decent hills. It isn't even close to any mountains. The Urals are pretty small and are a long way away. But there is the Caucasus, home to Europe's highest mountains and some very spectacular scenery. And don't be put off by all the stories about how dangerous the region is, because parts of the Caucasus are perfectly safe for travel. Take Sochi, for example. Sure, it's a seaside town, and in the middle of winter you're not going to go there to swim, but just an hour's drive into the mountains and you'll be in the ski resort of Krasnaya Polyana. The road is an attraction in itself with its overhanging cliffs and precipitous drops down to torrential mountain rivers. If you're looking for some thrills, just watch how close the wheels of your vehicle come to the edge. Don't miss the icon at the entrance to one of the tunnels; it may be worth saying a quick prayer.

To savor the delights of the old road you'll have to be quick, because work is moving fast on a new road that will shorten the trip from Sochi and be more sparing on people's nerves. The new road is part of the ambitious program to turn Krasnaya Polyana into Russia's top ski resort. President Vladimir Putin, an avid skiing fan, has taken a liking to the place, and so have a growing number of Muscovites, who are buying up the land and building themselves pompous "cottages," the likes of which now speckle the Moscow Oblast. At the moment, there is only one ski complex at Krasnaya Polyana, but the plan is to build more. The ski season is long, and at some times of year it is possible to go swimming in the sea at Sochi and then come up and ski at Krasnaya Polyana. For the more adventurous, there is also heli-skiing on offer. Though never a cheap sport, heli-skiing at Krasnaya Polyana is certainly cheaper than elsewhere in Europe. Renting a helicopter costs $800-$1,200 an hour, but if you have a group of say, 10 people, you can bring that cost down to around $100 each.

Skiing isn't the only way to pass the time at Krasnaya Polyana. You can rattle and jolt your way around the mountain slopes in a hardy UAZ, you can paddle your way through the rapids on a raft, ride horses, go fishing, hiking or rent a helicopter to take you up to the summits, where, in fine weather, you can arrange to have a picnic on a high alpine meadow. Relax after a day outdoors at the banya or sauna. Don't miss the chance to follow in Lyudmila Putina's footsteps and visit the Zastava banya complex. It's a top quality establishment where you can sweat away in a Russian banya, Turkish-style bath or Japanese barrel bath, treat yourself to beauty procedures and massages, or simply sit back on heated marble tiles and sip tea made from alpine grasses.

Krasnaya Polyana offers a variety of accommodation options. If your wallet has a nice bulge to it, you could consider staying at the Peak Hotel, where you're guaranteed to find all the comforts you could want. If you want a more rustic atmosphere without giving up your comforts, try the Mzymta Alpine Club. The club's buildings are all made of wood and the rooms are spacious and well equipped. Mzymta is located a short way out of the town in a picturesque setting among trees on the riverbank. It also has a good restaurant and can help you organize activities. Finally, the cheap option is to rent a room from one of the locals. You can find a place to rent either in Krasnaya Polyana itself, or in the nearby village of Esto-Sadok, which, incidentally, was founded by Estonians.