New Edinburgh Festival director Fergus Linehan has made it clear he wants to offer things people actually want to see. So including Wayne McGregor - prolific, popular, energetically self-promoting doyen of contemporary dance - in the dance programme for the first time makes plenty of sense.

When the Royal Opera House told Kenneth MacMillan that Mahler was unsuitable for ballet, he went – where else? – to Germany. Though the success of MacMillan's Lied von der Erde for Stuttgart Ballet led to its happy adoption into Royal Ballet repertoire, making ballet to Mahler still seems to draw German companies more than others – whether because the orchestras, audiences, or state subsidies are better, who knows?

It is an axiom of Israel Galván criticism to say the Spaniard is wired differently. He's the "Bowie of flamenco" - leggy and intense, unpredictably sparky, intemittently brilliant, and sometimes incomprehensible. His new show, Lo Real/Le Réel/The Real which had its UK premiere at the Edinburgh International Festival last night is about gypsies under Nazism and in the Holocaust, but it approaches its subject in an impressionistic, roundabout way that during the performance feels a lot more like a journey into Israel Galván's oddball consciousness than a history lesson.

St Petersburg Ballet Theatre is a phenomenon of the new Russia: not anchored in centuries of history or state patronage like its neighbours the Mariinsky and the Mikhailovsky, but founded as a commercial venture in 1994 by Konstantin Tachkin, a wannabe impresario with no balletic training. It tours widely, and evidently has no difficulty selling out foreign theatres – including the Coliseum for Swan Lake last night – with a combination of recognisable productions and "Russian ballet" cachet.

The original idea for the subtitle of this show, first made in 2000 and last seen at Sadler's Wells in 2007, was apparently "An Auto-Erotic Thriller". Yes, groan. But "erotic thriller" is a much straighter description of The Car Man than its actual, rather coy, subtitle, "Bizet's Carmen Reimagined". This is a nail-biting ride, and certainly not suitable for kids.

Christopher Wheeldon is the purveyor of pretty. You can perfectly well see why San Francisco Ballet, who commissioned a new full-length work from Wheeldon in 2012, got cold feet at the prospect of tackling the difficult, Britten-scored Prince of the Pagodas, and steered Wheeldon instead towards Cinderella, with its ready-made audience of little girls in blue sparkly dresses and splendid Prokofiev score.

No, don't check your calendar – it's definitely not March. I associate flamenco at Sadler's Wells so strongly with their annual two-week festival in early spring that watching Paco Peña Company at the Wells last night felt a bit like a cheeky out-of-season treat, akin to buying foreign strawberries before the native ones have come in. Fortunately, this was no watery, bland, forced berry, though: Peña and friends are some of the best in the business, purveying reliably high-quality goods in smart, well-produced packaging.

Parties in someone's back garden are often more fun than those in big fancy venues. Richard Alston Dance Company celebrated its 20th birthday with a big soirée at Sadler's Wells in January, but last night was their cheerful family gathering, held in their home theatre The Place, and offering a hearty buffet of short pieces rather than an elaborate three-course meal.

Last night at the Royal Ballet was, emphatically, laser-free. The combination of Afternoon of a Faun (1953) and In the Night (1970) by the great American choreographer Jerome Robbins, with a repeat of Kenneth MacMillan's 1965 Song of the Earth, performed earlier this season in a different triple bill, is your archetypical safe bet, presumably calculated to soothe any ruffles that might have been caused by Wayne McGregor's ambitious Virginia Woolf opus. The Royal Ballet ought to have been able to do these mid-century classics standing on its collective head.

Sylvie Guillem is retiring in exactly the same way as she does everything: in her own time and on her own terms. She turns 50 this year, but it’s not that age is finally catching up with her – at least, not in her body, which she acknowledges has potentially many more years of dancing in it.