People love Canaletto, and the title of this exhibition - which puts the setting of the paintings above the artist who did them - gives a good idea why. Venice as a place and an idea is perennially popular, and Canaletto gives us the big views – the Doge’s Palace, the Grand Canal, the Rialto – in painstakingly literal detail.

Camera-less photography isn’t, as some might think, a 20th-century invention, discovered by experimental Modernists such as Moholy-Nagy and Man Ray. Thomas Wedgwood, before the invention of the camera and at the very beginning of the 19th century, made paintings on glass and placed these in contact with pieces of paper and leather which had been rendered light sensitive with chemical treatments. Where the painted areas blocked the light, the image left its trace. Unfortunately, since Wedgwood lacked knowledge of how to fix the images, the results vanished almost as soon as they appeared.

Contemporary art can, unsurprisingly, become dated pretty quickly – the clue is in the name. Another of Damien Hirst’s mirrored cabinets of pills or of Gavin Turk’s piss-takes of Andy Warhol at the Frieze Art Fair in Regent’s Park is hardly the sort of sight which will enthuse hardened art-gallery goers.

As well as being a great artist, Leonardo da Vinci designed machine guns, tanks and cluster bombs and worked out how to build a submarine; but so appalled was he by the potential of this last invention that he coded his notes to prevent anyone using them to instigate what he called "murder at the bottom of the seas".

There may be some who feel this year’s shortlist for the Turner Prize has done little to forge ahead with anything new, innovative and different. And then there may be others who will welcome the rather more established artists on this year’s list, that is those who have continued to steadily develop their practice for well over a decade, with no great surprises, such as Angela de La Cruz and Dexter Dalwood.

“Henry VIII is the only king whose shape we remember,” David Starkey tells us in the first of a new series of “polemical essays” on British art. To demonstrate, he reduces the king’s form to its bare Cubist geometry. He sketches a trapezoid for the chest – an impressive 54 inches in life, as attested by his made-to-measure suit of armour; two “chicken-wing” triangles for the puffed sleeves; two simple parallel lines for the wide-apart legs. Oh, and a small, inverted triangle for the codpiece. This last addition, as originally drawn-in for comedic value by the Tudor historian G R Elton, and fondly recalled, never failed to raise a titter amongst the callow students of Dr Starkey’s Cambridge undergraduate days.

Mount Vesuvius blew its top in 1631, spewing molten lava into the sea and filling the air with ash clouds that reached as far as Constantinople. The eruption and accompanying earthquakes killed 3,000 people and caused widespread devastation, all of which made a lasting impression on the 16–year-old Salvator Rosa. As an artist he was to specialise in darkly tempestuous landscapes filled with menace in which small figures are dwarfed by towering cliffs, or beset by bandits, while storm clouds gather over ruined buildings and blasted trees.

Gauguin has always been the poor relation in the art-legend sweepstakes. Unlike Van Gogh, there is no heartwarming story of overcoming lack of technical facility; no ghoulishly enjoyable story of genius crushed by madness. Instead, there is a story that veers from irritating to deeply unattractive: a businessman and Sunday painter, Gauguin acquired his technical skills across a range of art forms with almost insolent ease, before abandoning his wife and children in poverty to flee to ever-more exotic locales, where he lived with a succession of (in today’s terms) underage girls, some of whom he made pregnant while infected with syphilis, others of whom he rejected for being too "Western".

Treasures from Budapest – phew! It’s overwhelming. One staggers out quite cross-eyed and wobbly-kneed. There are over 200 works, for heaven’s sake. And so many Virgins: sweet-faced Italian Madonnas, austere Eastern European Madonnas, pallid German ones. There’s a tiny, exquisite yet unfinished Raphael Madonna, known as The Esterházy Madonna, since much of the collection of Old Masters shown here was amassed by Prince Nikolaus II Esterházy. Oh, and there’s the stubby-nosed, chinless Viennese one by an unknown altar-piece painter (such an arrestingly odd face; are her eyes actually going in the same direction?). She can’t compete in the beauty stakes, but you’re spoiled for choice in the line-up.