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Alright, here is the promised thread about the Soviet and Russian spaceflight traditions and superstitions. There's much more that pee on the wheel! Some of those traditions were brought to cosmonautics from aviation, some were born in Soviet times, some are completely new.
One of the traditions come from aviation is never to say the word "последний" (the last), because this word can mean "the last in your life". Cosmonauts, firefighters, pilots and other people of dangerous professions say "крайний" instead (the recent).
The oldest traditions comes from the times of the first flights and from first cosmonauts and designers. For example, Sergey Korolev believed that Monday is unhappy day and never scheduled any launches for Mondays. Now this tradition is forgotten.
But there is a strict rule: never, never launch a rocket on October, 24. This sad tradition is connected with two disasters of 1960 (Nedelin catastrophe, what 72 people died) and 1963. This is the black day of cosmonautics, when the rockets never fly.
Back to the funny things: there was a time, when the man with mustache were not allowed to fly! That was due to Vitaly Zholobov, whose flight was interrupted after 49 days due to his illness after the aftermath of the accident onboard. This superstition was forgotten soon.
Before the launch, all the cosmonauts and astronauts visit the memorial places like the Kremlin Wall, where the ashes of Korolev, Gagarin and other cosmonauts who perished during spaceflight accidents is buried, and lay red carnations there. By this they pay their respect to them
On Baikonur, the crew walks through the avenue of trees. The first of them was planted by Yuri Gagarin (and it still stands today), and since then every man and woman who flies from the cosmodrome plants a tree here. A best of Russian space traditions imho!
It's a bad sign for a cosmonaut to watch his rocket been rolling out to the launch pad. I think this is something like a bad sign for a groom to see a bride before wedding :)
But the engineers who follow the rocket on its way to the launchpad put coins on the railroad tracks to bring good luck. The coins were then flattened when the locomotive went by.
In the morning on the day before flight the cosmonauts usually cut their hair. Some people say it's a mystery like being ordained as a monk, but I think they're just doing it because it's not easy to cut your hair in microgravity. Well, Alex Gerst obviously missed this step :)
Before the launch, an Orthodox priest blesses the rocket at the launchpad and the crew. Of course it is not necessary for the cosmonauts or astronauts if they are of another religion or just don't want blessing. This is a new tradition that started in early 1990s. (photo by Luca)
On the night before launch the cosmonauts watch a The White Sun of the Desert movie. This tradition is associated with the tragic death of the Soyuz-11 crew. Before the next flight, the cosmonauts watched this movie and the flight was successful. So they decided it's a good sign.
In the morning of the launch day the cosmonauts drink a small glass of champagne. I've also heard that the backup crew receives a small cup of pure alcohol as a consolation, but I'm not sure it's true. 
The cosmonauts sign the doors of their Cosmonaut Hotel rooms. Those autographs stay there forever. I've also heard they sign a bottle of vodka that is opened on the day they come back to Earth. Most of the cosmonauts believe that signing anything before that day brings misfortune
As the cosmonauts leave the hotel, they always do it by “The Green Grass Near My Home” by the band Zemlyane (“The Earthlings”), which speaks of a cosmonaut’s love for planet Earth and of the love of Earth to to her children.
After that the cosmonauts are heading to bus that will take them to the launch pad. And here - at last - it's time for the most famous tradition to pee on the bus' wheel, like Gagarin did once. The women bring a vial with their urine to splash it on the wheel or do it "in mind".
I've heard that there's another tradition, that before the start, the cosmonauts receive a friendly kick from the chief, but of course it never is made in sight of media. Even if it's just rumors, I like the idea! :)
The last before-start tradition is to have a Zero-G indicator. It's a little toy on a chain that helps to understand when the ship reaches the orbit, but it also remains the cosmonauts of what they love most. I don't know who started this tradition, but it's cute.
There are other traditions after reaching orbit, after the landing etc, but I think I should stop here. Other cosmodromes has their our traditions - for example, on Plesetsk every rocket must be signed with woman's name "Tanya", or the launch won't be successful.
