I was told about Master and Margarita by a Russian friend and tried reading it, got part way through and realised I didn't understand the Russian culture enough, went off and read Tolstoy (bangs on a bit), Dostoyevsky (depressing) and Solzhenitsyn (as you say pretty turgid away from the gulag), eventually went back and finished Master and Margarita and understood it a little better

I really got into Solzhenitsyn's (felt honoured to be able to visit his grave in Moscow) and other's gulag books, including some of the escape books such as As Far as My Feet Will Carry Me and The Long Walk.