How can I bring my family from Russia

Each family member needs to have a separate petition.

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Is there any difference in term of processing time to get a legal status through marriage in different states?

The case needs to be filed where they will live.

AOS Vs Consular Processioning

You will most probably require to submit a waiver.

Removal of condition marriage based green card ?

In most of our cases, where there is sufficient documentation, there is no interview.

Can my Wife visit me in the USA?

Never misrepresent the truth. The issue here whether she wants to apply for a green card?

When I become US Citizen, may I be able to apply for "adjustment of status" for my siblings who are on B-2 and Student Visas?

If you are looking for the quickest way, file for your parents first. Note that it will take about 8-9 years to get the green cards for the siblings.

E2 Visa Extension

All depends if you are still working for the E-2 employer.

Will receiving unemployment benefits affects me from getting my naturalization citizenship?

Not at all - as long as there is no showing of fraud.

I-130 - Birth certificate

THE FACT THAT YOU DONT HAVE YOUR BIRTH CERTIFICATE SHOULD NOT BE AN ISSUE.

Any impact on my current non immigrant status ?

Unsure of your query but you seem to be in H-4 status now.