Russian dictionaries

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A friend of mine has suggested that I quit relying on my Oxford Russian-English dictionary (which really is excellent, although space considerations sometimes limit full explanations of idioms, etc.) and start using a Russian-Russian dictionary. He says it's much easier to understand the different shades of meanings and implications of words if I'm using a real Russian dictonary. But I'm having trouble finding one I like. While I was in St. Petersburg last month I looked at some in bookstores, but most of them just had definitions, and as a non-native speaker I need all the notes on irregularities in usage, spelling, etc. as well as idioms.

Does anyone have any suggestions? Are there are any good Russian dictionaries out there that are helpful to an advanced learner? (Or any online or on a disk? That would be even cooler...)