Sochi just won the Winter 2014 Olymics, so you only have seven more years to brush up on your Black Sea resort town knowledge.
First off, Sochi has the most expensive real estate in Russia. And remember, Moscow is already 35% more expensive than New York City, meaning there is no way you can afford to trade your LES studio for a shack in Sohci. The reason is simple: Sohci is a beautiful seaside city with surrounding country that's constantly compared to the U.S. Pacific Northwest.
Who's the Eve of this Russian Paradise? Maria Sharapova, who grew up in Sochi and campaigned hard for the city to host the Olympics. Russian pop-stars and business executives have vacation homes there, and many Russian families vacation there year in and year out. If that's not exclusive enough for you, an artificial island (a la The World in Dubai) should be finished by the time the games start in 2014.
Ferry service is an option, too, as is train service. Just remember, Sochi is in Russia so you'll need a Russian Visa, and you may need a Transit Visa in order to get back into the Ukraine.