I drink when I have occasion, and sometimes when I have no occasion.
Doug & Marty's Boar House
The Boar House is so sleazy that you can even lose respectable friends by just mentioning that you have been there, or intend going.
They serve a range of imported beers, and some cheaper local Russian beers too. There is also a range of American-style food.
If you are very unlucky, an ex-pat will corner you (and this is the favourite ex-pat bar in Moscow) and bore you to death with one of two topics: (a) "Russian women - have you noticed how they have two legs and two arms? I am so sexually aroused by them OR (b) "I hate this ********* city, my company sent me here, I am earning a huge salary but blame my complete social inadequacy and friendless status on Moscow - rather than my natural inadequacies". It is worth moving away if cornered in this way.
The evening, as in all properly sleazy bars, gets sleazier as time passes, and the hookers begin to arrive around 10:30-11:00pm. At least talking to the hookers is more interesting than talking to the ex-pats.
Wednesday is the worst night to go to the Boar House. They offer free beer (which you could buy in the supermarket for $0.30 anyhow) until 9pm. You can imagine the kind of cheapskates who will actually cross the whole city for $0.30-worth of free beer?
When leaving the Boar House, it's wise to walk down the street a little before hailing a taxi (hell, public transport will have closed-down loooooooong before you emerge from this den on iniquity). Prices for the cabs parked outside are roughly three times the real price you'd get elsewhere.
Location: opposite Kursky Station, on the other side of the big 10-lane road there (hint: use the pedestrian underpass)