If you're going to read Dostoevsky I think Brothers Karamazov is THE book to read. If you've read that, the second book (in terms of quality) is probably The Idiot. After that, I'd read The Demons, and only after that would I go to Crime and Punishment (even then, I might pick The Humiliated and Insulted or whatever it translates as in English these days before C&P).

As for a history book, Hopkirk's The Great Game is probably the seminal work on the struggle between Great Britain and the Russian Empire to seize empire in the heart of Asia. His Setting the East Ablaze talks about the way the Bolsheviks had to reconquer it.