The works of Fyodor Mikhailovich (of course, Dostoevsky!).

He is undoubtedly a very astute psychologist, but as a person whose specialty is not "Philology" but "Journalism," I find this less interesting. Moreover, it is very difficult for me. I prefer masters of the word to connoisseurs of the soul – Chekhov and Bunin.

In my opinion, writer-psychologists are primarily interesting to people with a psyche, and not to representatives of any particular profession. :) By understanding someone else's soul, you can understand a lot about your own. And yes, Chekhov and Bunin are also psychologists, especially Bunin.
And as for mastery of the word, it's unlikely that anyone would consider Dostoevsky weak.

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Dostoevsky is my favorite writer from classical literature.

Tanya, you make me happy. :) He is my absolute favorite writer, although I love so many that he only surpasses them by a hair's breadth.

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Gogol was more fond of either comical situations or mysticism.

Gogol's works are much more painful and agonizing than Dostoevsky's. He doesn't have a single work without some kind of dark episode.
Mysticism is just a pretext there; the main thing is the person's experiences. Even in the most "mystical" "Nose" or "Portrait," the surreal component can be calmly discarded and replaced in the first case with madness, and in the second with a nightmarish dream, which it probably was.

Tolstoy was most concerned with form, who danced with whom at the ball, and in what dress.

This is, to put it mildly, an exaggeration. Dostoevsky also describes the outfits of his characters, but since there are no balls in his works, they don't strike the imagination as much.
Yes, all Russian classics describe women's dresses very colorfully; this is irrelevant.
Tolstoy is a very serious philosopher, but since his philosophical ideas are not acceptable to me personally, I don't like him. Although I read and continue to read him; it is always a pleasure to read great writers.

Yes, his books strongly convey emotional experiences, torments.

Mainly experiences. Torments are simply a logical development, because the plot must have a climax that leads the reader to catharsis (in theory).

But Chekhov, Bunin, Tolstoy, and Turgenev all have them – they don't write about birds and flowers.

Dostoevsky delves deeper into human psychology, and that is what, in my opinion, distinguishes him.