I live in Moscow and have kept a bike in Europe since 2008; first with Knopf in Heidelberg, then with someone in Southern Spain, now in Milan Italy. I has been great, and I've been able to take some great trips, including a couple weeks in Morocco from southern Spain. The plan is to get to Istanbul at some point but I've been in Milan a couple of years now and might keep it there for a while, as there is so much good riding (and good living) around there. I try to get to Italy between 2-4 times a year for at least a couple days of riding each time.
I keep all of my gear in my panniers and a thin black duffle which gets folded up and stuffed in a pannier while traveling. When I go the bike all I bring on the plane is a smallish backpack with some Tshirts, my iPad, camera, etc.
I don't do anything with fuel, as I generall ride it at least every 4 months or so, and there has been problem with fuel so far (other than the fact that it costs 2 euro per liter in Italy
One of the reasons I like storing it in Milan is that the flight schedule is very convenient from Moscow, and even better, the guy I store it with will leave it at the airport parking for me to pick up, and then I can drop it off at the airport lot when I leave--it is super-convenient.