Welcome to the roller coaster ride that is adoption!! Congratulations on making your decision. Be prepared for a lot of "hurry up and wait" things.
While you are in the stage you're in now, just continue to gather documents as rapidly as you can. Once you find out specifically what and how many of each you need, you can really get the ball rolling.
Find a notary, and make sure you are on a friendly basis with them!
You will be notarizing a TON of stuff.
When choosing an agency, make sure that you have a good fit between you and them. Ask them questions (you said you did your research), and if you aren't satisfied with their response, move on.
Adopting from Russia isn't as bound geographically as it would seem. What I mean by that is that you can pretty much use an agency in the same town of across the country, and you're going to get the same basic formula. The benefit of using a closer agency is for the support network after the adoption is over with.
Enjoy it, and use this and other forums to gather information.
Welcome aboard!