Concert programmes are designed to make the mind flexible with constant contrasts. More often, though, the great is the enemy of the good-ish. Last night an Elgar masterpiece was always going to overshadow its second-half predecessor, a hazily pleasant piece for strings and – novelty value – six harps by the colleague Elgar called “dear old Gran”, candidate for this Proms season's resuscitation attempt Granville Bantock. And earlier, Sibelius bopped a BBC commission on the head with supernatural noises that could have been conjured yesterday.

There have already been many musical tributes to Sir Colin Davis, whose death in April left us all so much the poorer, but last night’s from the London Symphony Orchestra was particularly and wonderfully poignant. Davis himself was originally scheduled to conduct the London Symphony Orchestra – an ensemble whose relationship with him extended back over 50 years – but was replaced, fittingly, by his protégé Daniel Harding. A planned Sibelius Second Symphony was exchanged for Elgar’s Symphony No.

Standing in the Albert Hall arena, critics’ notepad in hand, I felt rather like PC Plod taking notes at a crime scene. Only there was no serious crime to report in this engaging late-night Prom by the BBC Scottish Symphony Orchestra and its former Principal Conductor, Ilan Volkov – the ideal man to conduct music that isn’t by Brahms or Schubert.

In a couple of weeks Marin Alsop will become the first woman ever to conduct the Last Night of the Proms. Yesterday's programme of 19th century works by Brahms and Schumann, on the fifth of the eight Saturday nights of the season, thus had its Proms-specific raison d'etre, a signpost towards that history-making final Saturday. Just as the last night's high jinks have their own, ordered traditions, the Proms planners definitely enjoy giving a self-referential logic to the season.

Jeremy Paxman’s beard may have been a wonder and a talking point for five days, but Michael Tippett’s opera The Midsummer Marriage beats it by almost 60 years. Ecstatic, visionary, energetic music, yes indeed. But, oh, the composer’s libretto! The Magic Flute, T. S.

“That was a bit of a dog’s breakfast,” said the guy in the row behind. Yes, but then the said canine repast can also no doubt be nutritious and delicious, for dogs anyway. The most dogs-breakfasty (in the bad sense) moment was right at the end, when the Stranglers played their greatest song “Golden Brown”, their immortal chanson to a girl and heroin.

The fascination of the East has been a constant in classical music’s history, from the jangling sounds of the Janissary bands to Mozart’s Seraglio, Sheherazade’s dreamy tales to Britten’s seductive gamelan. Last night’s Prom gave the East a chance to answer back, setting Nishat Khan’s new Sitar Concerto in dialogue with Vaughan Williams’s London Symphony – a musical portrait of a landscape rather closer to home.

It makes a lot of sense for the National Youth Orchestra to give the first ever free Prom. Both, one assumes, economically but also in terms of ethos and atmosphere. New and tentative concert goers would have had very little cause to be intimidated by the fresh faces on the Albert Hall stage last night. That’s thing about youthful energy – you can’t fake it. The same goes for musical quality, or course, and thankfully the NYO has bags of that too.

Mahler, who like most of us thought Bach was “the greatest of them all” and studied in depth the edition of his complete works, would have been delighted by last night’s extravaganza – a true celebration of what makes the Proms the much quoted “biggest music festival in the world”. Only two Bach oratorios – cantatas in all but name – could possibly follow, after a sizeable break for supper, the Mahler symphony, his Second, which ends in such a blazing resurrection.

There had been a buzz of anticipation about this late-night Prom by Nigel Kennedy, the Palestine Strings and his Orchestra of Life, and it was completely sold out. After a long association with Vivaldi's Four Seasons, and 2.4 million sales of the 1989 album, Nigel Kennedy doesn't seek or need either forgiveness or permission to open the doors of this music to other tendencies.