We present the results of observations obtained using the MASTER robotic telescope in 2005 -2006, including the earliest observations of the optical emission of the gamma-ray bursts GRB 050824 and GRB 060926. Together with later observations, these data yield the brightness-variation law t −0.55±0.05 for GRB 050824. An optical flare was detected in GRB 060926 -a brightness enhancement that repeated the behavior observed in the X-ray variations. The spectrum of GRB 060926 is found to be F E ≈ E −β , where β = 1.0 ± 0.2. Limits on the optical brightnesses of 26 gamma-ray bursts have been derived, 9 of these for the first time. Data for more than 90% of the accessible sky down to 19 m were taken and reduced in real time during the survey. A database has been composed based on these data. Limits have been placed on the rate of optical flares that are not associated with detected gamma-ray bursts, and on the opening angle for the beams of gamma-ray bursts. Three new supernovae have been discovered: SN 2005bv (type Ia) -the first to be discovered on Russian territory, SN 2005ee -one of the most powerful type II supernovae known, and SN 2006ak (type Ia). We have obtained an image of SN 2006X during the growth stage and a light curve that fully describes the brightness maximum and exponential decay. A new method for searching for optical transients of gamma-ray bursts detected using triangulation from various spacecraft is proposed and tested.