Please don't harbour your impression that Russian literature is dull for too long! I don't know of your tastes at all, but I really enjoyed Sergei Lukyanenko's Night Watch
(GoodReads). It's an urban fantasy / science fiction.
Living among us are the "Others," an ancient race of humans with supernatural powers who swear allegiance to either the Dark or the Light. A thousand-year treaty has maintained the balance of power, and the two sides coexist in an uneasy truce. But an ancient prophecy decrees that one supreme "Other" will rise up and tip the balance, plunging the world into a catastrophic war between the Dark and the Light. When a young boy with extraordinary powers emerges, fulfilling the first half of the prophecy, will the forces of the Light be able to keep the Dark from corrupting the boy and destroying the world?
It deals pretty heavily with the grey areas surrounding morality, and was turned into a movie in 2005. It's set in Moscow, and despite a child being a central character, it's most certainly an adult novel, dealing with adult themes and philosophical quandaries -- in an exciting fashion!