This week we've a glittering, shimmering ballet score with an aquatic theme, and a brilliant British pianist shows off his compositional skills. Plus, in a week where we all need cheering up, 20th-century music's scariest genius shows that he had a fully developed sense of humour.

Several Prommers fainted, possibly out of boredom, in a longer than ever first movement of the Brahms Violin Concerto. The boredom, palpable around me, came not from pianist Dejan Lazić transcribing the fiddle part for his own pleasure - a communicative musician might have made us forget the original - but from the failure of Brahms's song to soar. Dyspeptic by half-time, I found everything awry: several obscure concert overtures would have worked better than Frank Bridge's Rebus, I'd have preferred many short cello-and-orchestra pieces to Holst's Invocation and thought any conductor might suit Elgar's Enigma Variations better than Vassily Sinaisky. Wrong, fortunately, on the last two counts.

“The text of Britain’s teaching, the message of the free…”. No, not the Last Night of the Proms or the Olympic Games ahead of time. This is the final chorus of Elgar’s concert-length cantata Caractacus, which was given a vigorous work-out in this star concert of the Three Choirs Festival in Worcester Cathedral under Sir Andrew Davis.

One thing became clearer to me last night – just how much Steve Reich has borrowed from world music in his compositions – we had the flamenco-tinged Clapping, Electric Counterpoint, using Central African guitar lines, and Music for 18 Musicians, a mix of West African rhythms, Indonesian gamelan and other elements. It was also clear how much a sold-out late-night Prom audience had taken this music to their hearts, nearly 40 years after some of it was written. It still sounds fresh and, rather than being mindlessly repetitive, most of it shimmers away.

What a difference a change of scene makes. During Sakari Oramo’s 10 years at the helm of the City of Birmingham Symphony Orchestra he wasn’t exactly diffident; but you felt you could invite him to tea without any crockery getting broken. Now, I’m not so sure. Last night at the Proms, conducting one of his three current babies, the Royal Stockholm Philharmonic Orchestra, his arms spun like windmills. His torso lunged to the left, then to the right. With energetic facial expressions he made love, picked a fight, grinned like a clown - whatever was needed to propel the emotional dramas of his all-Scandinavian programme. And the orchestra seemed wired to his every move. I’ve never heard such an exciting or compelling performance of Nielsen’s Symphony No 4, The Inextinguishable – the symphony with the duelling timpani, and certainly inextinguishable on Monday night.

This year’s Choral Sundays at the Proms are a wonderfully mixed bag. Mighty choral touchstones are represented by Mendelssohn’s Elijah, both the Verdi and Mozart Requiems and Beethoven Missa solemnis, but there’s also an enticing strand of curiosities. Looming largest among these has of course been Brian’s Gothic Symphony, but emerging now from its sprawling shadow are less obscure but no less interesting works – Britten’s Spring Symphony, and last night Mahler’s folkloric Opus 1 cantata Das klagende lied.

Youth was everywhere to be seen at the Proms last night. Whether in the massed ranks of Britain’s National Youth Orchestra, soloist Ben Grosvenor (even younger than the precocious Benjamin Britten when he debuted his own Piano Concerto in 1938), Prokofiev’s Romeo and Juliet, or DJ-turned-composer Gabriel Prokofiev, it was an evening celebrating the scope of the teenage experience. Even the Late Night Prom joined in the party, coming courtesy of Nigel Kennedy, still surely the oldest and most defiant teenager in classical music.

Marley & Me: that’s the film about living with a neurotic dog, out now on DVD. And Mahler & Me? It could be the Gustavo Dudamel story. Conducting Mahler was what first brought everyone’s favourite Venezuelan to world attention, when he won the 2004 Mahler Competition in Bamberg. Given the turbo-charged excitement always stirred by his Simon Bolívar players – no Youth Orchestra now, mark you, but a Symphony Orchestra, grown-up, professional – this Prom visit would have been sold out long ago even if they were playing Glazunov.

Leonard Tanner, my old choirmaster, used to say that Brahms was a composer with his feet in three different camps: the Baroque period, the Classical period, and the Romantic. Possibly he had a fourth leg too, poking into the music of the future. Composers adept at these multiple postures filled Thursday’s sometimes lustrous orchestral Prom given by the BBC Scottish Symphony Orchestra and their chief conductor Donald Runnicles. Brahms was represented of course (the Second Symphony); also the great nostalgist Richard Strauss, watering his old age and the wasteland of defeated Germany with his Four Last Songs.

They came in their thousands again last night, most – I’m guessing – for “the Elgar”. Lacking faith that Tasmin Little could fill the enormous soul of that most elusive of violin concertos – a prejudice, alas, fulfilled - I put my money on the polytonal jungle Percy Grainger grows from pastoral seeds at the heart of his wacky In a Nutshell Suite. Yet unforgettably though Sir Andrew Davis swept it along, even Grainger was overshadowed by the lone, late-night transcendentalism of folk singer June Tabor.