I understand factory workers weren't paid well, so let's say we're talking about upper low/lower middle class workers who had the capacity to save up a bit. What's the best investment he could have made to provide for his family with 1,000 rubles, 5,000 rubles and 10,000 rubles? Property, certain machines? Bonds or shares?
This question is hard to answer because capitalism and investment in the late Russian empire does not really conform to Western paradigms. While there was an emerging middle strata in Russian society, it lacked any social coherency to even label it "lower middle" or other differentiation.
The Russian financial system was geared for either foreign investors (Russian bonds in railroads were particularly popular for middle-class French and Belgians) or the emerging Russian-born industrialists. Witte's financial strategy was to offer state guarantees on growth and other inducements to the former. Such access generally not available to the Russian populace as a whole. The new industrialist groups were relatively "new men", but they never really conceived of themselves as middle-class or coming from that group. The retention of the tsarist sosloviia legal estates meant that few of these entrepreneurs would identify with the middle class. The raznochintsy, or the people of various ranks, was the estate which the middling individuals were lumped under in the soslovie system and carried significant cultural baggage ( a raznochinets individual was typically considered a crude aesthete).
As such, Russian finance and banking never really developed a populist orientation to allow easy access for the empire's citizens. A benchmark of Stolypin's reforms was the creation of a State Land Peasant Bank, but its short lifespan was characterized by a very tenuous state support. Very few Russian companies had publicly traded stock.
So within this hypothetical example, there were relatively few options for investment of savings. More often, it channeled back into the acquisition of land (land ownership was one gateway to advancing social and political status), advanced education for their children (this was how many Jews found their way out of the Pale), but also spent it on the new material culture that industrialization brought with it.
As to what investment was best? If one extends the timeframe past 1917, then the answer is a ticket emigrating from Russia. Even assuming that they survived both WWI and the Civil War intact, the middling strata did not find a good life in the USSR. A few of the white collar professionals managed to parlay their skills into the new bureaucratic elite. The Soviet state eased its restrictions on small businesses during the 1920s (the NEP era), but under Stalin's dictatorship, the NEPman became a title to be avoid along with kulak as they were class enemies.
Sources
Ball, Alan M. Russia's Last Capitalists The Nepmen, 1921-1929. Berkeley: University of California Press, 1987.
Rieber, Alfred J. Merchants and Entrepreneurs in Imperial Russia. Chapel Hill, NC: University of North Carolina Press, 1982.
Thurston, Robert W. Liberal City, Conservative State Moscow and Russia's Urban Crisis, 1906-1914. New York: Oxford University Press, 1987.
Owning any kind of property would likely be collectivized, and would put you and your family at great risk during the revolution. Keeping the money would be even worse, as there was a period of hyperinflation in the 20's.
A ticket to the US would cost you no more than $100. If your family is very large and you can't afford to buy tickets for all of them, buy as many as you can and work in the US until you can bring everyone over.
Between 1897 and the first world war, the Russian Ruble was pegged to 0.774 grams gold.
1000 rubles = 774 grams of gold = USD$472 in 1900
5000 rubles = 3870 grams of gold = USD$2359 in 1900
10000 rubles = 7740 grams of gold = USD$4718 in 1900