I tend to think Alexander II not being assassinated would be a huge leap in the right direction for Russia, he then outlives his son (OTL Alexander III) and passes his reign to his grandson Nicholas II. Little Boy Nick begins to reverse some of his grandfather's policies, but there are some that have become to embraced by the Russian people to safely touch, and Nicky is advised to skirt around them. Fortunately for the Romanov family, Anastasia is born a boy, Alexei.
Not suffering the same problems as OTL Alexei, this TL Alexei does not need constant medical attention, and during the First world War (which is still likely to happen) there is no Rasputin living with the Royal Family. Russia fares slightly better in the war, but is still on the losing end, to make matters worse Nicholas II dies suddenly in 1917. A 16 year old Alexei is crowned Tsar Alexander III in Petrograd, and begins to send feelers to Berlin to seek a peace with Germany. Russia bows out of the war in 1917 just as the United States is coming in, but because the war is ending, and the loss is blamed on Nicholas II, Russian's aren't too hard on the young Tsar. To help Alexander out is Lenin is never sent to Russia to spark a revolution and dies in exile in 1923.
Alexander is somewhat progressive and marries Princess Mary of the UK in 1919 (though she is like 4 years older than he). She has a profound impact on his views and the way he governs, and he begins to write a new constitution based in part on that of the United Kingdom. The Duma is strengthened and the position of Grand Chancellor is created. In a short time several political parties form, socialists, bolsheviks, reformers, liberals, conservatives, monarchists, democrats and theocrats each develop their own parties, and sometimes build coalitions with one another to gain a majority in the duma, however these alliances are often weak and lead to the collapse of the government.
During the Great Depression, the Socialists and Bolsheviks gain a large amount of seats in the Duma, as do the fascist Nationalists, a coalition government of Monarchists, Nationalists, Theocrats and Conservatives form the Russian Patriotic Union coalition, and is opposed by the alliance of Socialists, Bolsheviks, Reformers, Liberals, and Democrats (as well as some Monarchists) forming the Peoples Constitution Alliance.
The radicals of both parties are unable to get a leg up on the other, and both eventually begin to shift towards the center leaving the radicals without a voice. The hardcore fascists/theocrats form the Pamyat Party, and the radical Bolsheviks form the Proletarian Party. However these are fringe organizations and has very limited representation in the Duma.
Now its the 21st Century, Russia is an advanced, Democratic state, with an industrial economy and high standards of living.
Okay Im sure this has its holes, but its a start