The procedure of obtaining permissive documents to work in Russia is totally dependent on employer. To answer a question “what to begin with?” or “how to get working visa” we would advise to begin with a search for an employer who will be ready to conclude labour agreement.
This is general advice we can share with foreigners planning to work in Russia. Once you find such an employer, he will draw an invitation for you to come to Russia for further negotiations, concluding labour agreement, etc. Other options are less effective.
As for an employer willing to hire a foreigner, he encounters a different situation. It is not enough to simply find a professional from abroad and conclude a labour agreement with him. The employer has to proceed through intense preparatory work (get the quotas, permissions and etc.) and then to start looking for an appropriate candidate. Obtaining a working visa is the final step in the whole procedure after all other permissions are collected, working agreement is concluded and foreign specialist arrived to Russia and is ready to get to work.
It is also worth mentioning that the law provides a list of professions and positions not limited by quotas. It surely facilitates the process, though it is important to understand that it refers to quotas only, which means that the procedure and the timeframes of permissive documents preparations remain unchanged.