2. Should I host in Russia or is there any better country to host.
Russia / Sweden / Netherlands will be fine .

3. Is there any way to transfer the same current blog on blogger to the web hosting I purchase in future other than the wordpress method.

yes you can do this by wordpress plugin .

4. Does every hosting comes with fantastico or wordpress? Extra charges??
Now a days most of hosting provider use softceleous comes with 240+ apps .