There are several things that come to mind. Notably, the work of the great Igor Sikorsky in aviation. During WWI he designed and built what was then the largest airplane in the world, the Ilya Murometz bomber. This is reported some place else in alexanderpalace.org. Mr. Sikorsky was decorated by the Emperor, and he even climbed into the bomber using a ladder, although to the best of my knowledge he never flew. The Ilya Murometz was very advanced for its time. After the revoultion Mr. Sikorsky went to the U.S., where he continued his research, as a result of which he built the first practical helicopter. His company survives to this day.
Another scientist that comes to mind is Konstantin Tsiolkovsky, recognized as the father of astronautics. He conceived rockets and I think space travel as early as 1903. A moon crater is named after him (I think it's in the dark side of the moon).
Ivan Pavlov was awarded the Nobel Prize for his work in medicine in 1904.
Established since the reign of Tsar Peter the Great in the 18th century, this institution gained respect and notoriety during the 19th and 20th centuries.
Composer Sergei Rachmaninoff lived in Russia and left after the revolution as well; this caused him enormous problems and his creativity was hampered, he needed psichologic treatment for this. Dancers like Anna Pavlova, Tamara Karsavina, Mathilde Kschessinska, etc., were trained in Saint Petersburg. The celebrated Fyodor Chaliapin, an opera singer, toured the world in the days of the Empire, as did Diaghilev's Ballets Russes, with among others, the famous Nijinksy. Choreographer Fokine was also a product of the Empire,
We have none other that the famous P. Fabergé, jeweler.
Anton Chekhov died in 1904, L. Tolstoy in 1910, Skriabin, the composer, died ca. 1915, and Stravinsky made it through the revolution and chose to stay there. Sergei and Alexander Tanneyev were well known in Russia but not outside. The latter was the father of Anna Vyrubova.
I chose to limit myself to those who lived during Nicholas II's reign, but who can forget the great Tchaikovksy or the celebrated Rimsky-Korsakov and Borodin, who was also a noted chemist? Who can forget Dostoievsky?
For all its problems, the Empire also provided the conditions under which all of the above thrived and made important contributions to humanity. If the Soviet Union became a world power, it's because of the work of those cited above, among many others.
Russia was an industrial power in her own right too. I don't have my sources handy but it was an industrial power, and in its heyday, it was also a net grain exporter from Ukraine, via Odessa (Odesa in Ukrainian), to other countries all over the world. The Trans-Siberian railroad was a huge achievement, even for today's standards. Also, Russia had the capability of building her own ships, both for civil and military use, since the time of Tsar Peter I.
This list is too shorts for all the achievements that Russia had during the Empire. I hope someone else will expand it.
I just want t end my comment by stressing again that had it not been for the progress made during the reign of Nicholas II, the Soviet Union would have never been as powerful as it was.