An all-Russian prom with two masterpieces centre stage and a remarkably compelling young violin artist brought in a packed house last night. Esa-Pekka Salonen and Lisa Batiashvili have already recorded Shostakovich’s First Violin Concerto, and the bond between them was evident in a delicate yet deeply searching performance of this melancholy, epic work with Salonen's orchestra, the Philharmonia.

Roger Wright’s reign as director of the BBC Proms has luckily spared us some of the more desperate themed programming that ran through the seasons in Nicholas Kenyon’s day. "Music and Shakespeare", I remember; music and the sea; and one year of Spain, Spain and Spain. I never wanted to hear another castanet again. But individual concerts still need careful planning. And if you’re hunting for a convenient hook, the name of Serge Koussevitzky – fiery Russian conductor of the Boston Symphony Orchestra for 25 years, double-bass player, minor composer, famed promoter of the new – is as plausible a hook as any. Also, this is his anniversary year: he died in June, 1951.

The fact that the world’s most popular ballet score had never, until last night, been performed in full at the Proms says something about the lowly regard in which musical circles long held composition for ballet. The fact that the Albert Hall’s capacity audience bayed six times for Valery Gergiev’s return to take their appreciation of his and the Mariinsky Theatre Orchestra’s performance of it last night says something about it being about time that musical circles stopped being so snobby.

To lose one performer (to misquote Oscar Wilde) may be regarded as a misfortune, to lose three begins to look like carelessness. With last night’s Prom killing off soloists faster than you can say Sinfonia da Requiem there are few who wouldn’t have forgiven a comfortably adequate sort of Sunday evening. As it was, however, despite the loss of Christopher Maltman, John Mark Ainsley and conductor Jiří Bělohlávek, the combined BBC Symphony, Chorus and Singers under Mark Wigglesworth delivered a performance that grasped not only the casual brilliance of Benjamin Britten’s virtuoso writing, but also the rather more timid sincerity of his politically and emotionally charged music.

It has been, we can safely agree, a truly terrible week. Art, culture, call it what you will, is unequal to the task of diagnosing a nation’s ills, let alone curing them. But on a night such as the inaugural Comedy Prom, it comes equipped with healing balm. This evening was maybe not perfect. There were wrinkles, little bits here and there that didn’t quite work. But the Saturday night that the BBC Proms gave over to the business of laughter could not have been more opportune. This is going to sound hokey, but comedy on this occasion brought its audience close to a state of grace.

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.

With theartsdesk readers still reeling from the demise of Italianate sleuthing series Zen, now comes news of the axing of glossy MI5 drama Spooks. The BBC has announced that the show's 10th series, starting next month, will be its last, though it seems the decision to pull the plug was taken by production company Kudos rather than by the Corporation.

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.

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.