Кудесник is a magician. Etymologically this word comes from чудо. Usually he is not evil, though I would not call him good - he is nice. Usually you imagine him as an odd person. His magic has no obvious purpose (or it seems so). You can't call Saruman the White using this word (either before or after he has turned from good to evil), but, from the hobbit's point of view the Gandalf, as we see him in the beginning of LOTR movie is кудесник - strange person that can do funny magical things. Radagast the Brown in recent Hobbit movie can also be called a кудесник. "Кудесники мяча" - a cliche that is used for football (soccer) players also shows this fun-but-impractical kind of magic meaning.
Already described чародей is another synonym to волшебник, however I would not say that he is evil. When the word is used in its literal meaning - he is neutral magician. Though the word чары is often used with word злые: злые чары - evil spells. Usually this expression means that the person under this spells has altered state of mind that changes the character of the person. For example, Kai from The Snow Queen under the spell of the Snow Queen become cold-minded and has forgot his love (I think though that the forgetting of the love is a side effect of cold-mindeness itself). Nevertheless, love magic is not the main field of activity of a чародей. This is a work mostly for a wise-woman, ворожея.
Also, there was a soviet movie - Чародеи about institution where mages were working. Though there also was described an example of love forgetfulness spell (it is called "Зимнее сердце" in the movie), the most of the mages (all of them are called чародеи) that were working in this institution were occupied in more practical fields. In fact this love-forgetfulness is also a side effect of cold-heartiness, and not because the person started to love someone else.
Most examples of usage of words derived from чары has no negative connotation:
Чарующие звуки скрипки.
Она была само очарование.
Other neutral magicians are already mentioned, so I'm focusing on darker and lesser ones.
Чернокнижник is a person that practices чернокнижие - knowledge of magic based on "black books" (черные книги) that contain cabbalistic symbols, spell formulas, magic recipes, etc. Basically it is a synonym of колдун and shares the negative connotation with his colleague. Though in dictionaries this term is marked as outdated, it is used in RPG games as a translation of warlock.
Ведьма is translated to English as witch. She is also believed to use demonic powers and, of course, this word has also a negative connotation. You can encounter this word when reading fairy tales. It is also used nowadays to describe an old woman with bad temper: старая ведьма. The word ведьма has the same root as the word ведать - to know. In fact ведьма is not always bad character. In fairy-tales Баба Яга is also ведьма, but she often helps the protagonist if he knows the right way to speak to her.
There are several other words that are lesser used than ведьма, though sharing the same etymology. Ведьмак is a male posessing the same powers as ведьма. Sometimes he is also believed to be capable to turn into a wolf. This word is rarely used, though it became popular because of a fantasy saga Ведьмак written by Polish writer Andrzej Sapkowski.
Ведун and ведунья are also connected to word ведать (to know). They practice ведовство. These words are rarely used nowadays and may mean different things depending on context. The oldest meaning of the ведун is similar to волхв. Later both ведун and волхв are used as synonyms to колдун. Nowadays it may be a synonym to знахарь or even in colloquial style специалист в какой-либо сфере деятельности (specialist in some field). By the way, Three Kings, that visited Jesus after his birth, in Russian Bible are called волхвы.
In Cossack mythology there is an interesting battle magician - характерник (see this wiki article) that could do many things that are useful on the balltefield: stop bullets, stop bleeding, become invisible, see the future, resurrect dead, etc. This word is not widely known though.
Знахарь and знахарка (sorcerer/sorceress, wise man/woman) are performing знахарство - magic healing, removing curses, etc. using different plants and spells. These words have the same root as знать (to know).
As you can see, many words are connected with synonyms of 'to know'. It is believed that all of them had positive connotation before adoption of Christianity in 988.
Ворожея is also a wise woman (there is also ворожей, but I did not found it until Quassnoi's remark). Ворожба and ворожить are words that describe her activity. She sees the future, removes curses, heals using spells. She can also отворожить:
Отвораживать, отворожить кого, исцелить ворожбою, отучать от чего заговорами, чарами. Отворожить лихорадку, удалить ее ворожбой. Отворожная болезнь, которую можно отворожить. (Толковый словарь Даля)
Ворожея, ворожка also helps in love affairs using potions and the like. She can отворожить, отворотить using отворотное зелье (potion or herbs) - make someone to forget his love. Or she can приворожить, приворотить using приворотное зелье - to make someone to fall in love.
Ворожея can be replaced with бабка or even бабушка (because she is nice - she makes good magic):
Бабушка ворожит кому (разг. шутл.) о том, кто удачлив, кому во всём везёт. (Словарь Ожегова)
«Хорошо тому жить, кому бабушка ворожит.» (посл.) (Толковый словарь Ушакова)
И к бабке не ходи - и слепому видно, очевидно, ясно как божий день (Словарь синонимов)
In Russian mythology there is an interesting character - Царь Кощей Бессмертный. He posesses magical powers and is an antagonist to Иван Царевич or other hero from the mortal world. The name Кощей has interesting etymology. Many people think that it comes from word кости (bones), maybe because Кощей Бессмертный is usually depicted as having skeleton-like look - hairless head, greyish skin color, clothing or armor that depicts bones, etc.
Though there are theories that the кощей is in fact comes from кощун, кощунство. Nowadays these words mean blasphemer and blasphemy accordingly, but it had different meaning before Сhristianity. There are examples of usage of word кощюн as a translation of greek word mythos in a book by Срезневский, so possibly кощюнник would be a person that tells such myths. (There are many claims in the Internet that кощюньник was also a wizard according to him, but I could not find proofs for them in the book).