Alkonost plays a symphonic style of folk metal with operatic female vocals (which may turn some people off, she's much more operatic than, for example, Tarja Turunen) and some harsh vocals here and there.
http://www.myspace.com/alkonostrussia (The first song is called "The Night Before the Battle" and holy crap what a song that is!!)
Arkona plays a more guitar driven style of folk metal compared to Alkonost with less bombast, more power metal influences, traditional instruments and a different kind of female vocals. They also throw in some harsh vocals here and there.
http://www.myspace.com/arkonarussia
Svarga sounds more like Arkona than Alkonost. They use a mix between clean male vocals and harsh vocals.
http://www.myspace.com/svargarussia