I'd say it depends on the course you're looking to study. In my case, I'm looking to study Criminology in two years...Criminology is obviously awarded at Russell Group unis but I wouldn't say it's better to go to a RG uni in this case as Swansea University is actually the UK leading university for Criminology (well, it was - dunno if it still is).
I'd look at the leading unis for your desired course. If the top three are RG unis then it would be better to go to one; if the top three aren't RG, then I wouldn't go to a RG uni for the sake of it being a RG. There are loads of universities outside the RG that aren't given the time of day by some (some, not all people) just because they don't have the Russell Group label. Like I said, if there are non-Russell Group unis that are top-notch for your course, I wouldn't avoid those and go to a RG for the sake it being a RG.