By anyone’s standards this is an obscure year for the Turner Prize shortlist: you should consider yourself a contemporary art aficionado if you’ve heard of even one of the artists. And if this is indeed the case, that artist is likely to be George Shaw; in recent years his work has featured regularly in group displays at Tate Britain.

Richard Nagy's gallery has said that they don't want millions of people rushing to see their show of Egon Schiele's drawings of women - it's only a small second-floor space on New Bond Street after all, and 50 fragile pictures crowd the walls. But don't let that dissuade you from seeing one of the shows of the year.

Max Bill might be the missing link in modern art. He died only in 1994, yet he studied at the Bauhaus in Dessau in the 1920s, taught by Josef Albers, László Moholy-Nagy, Paul Klee and Kandinsky. It is hard to imagine that someone who was working at full strength less than 20 years ago could have a past that is so strongly entwined with these legendary names – hard to imagine, that is, until one looks at the work displayed in this fine retrospective, which even so manages to encompass only five decades of a nearly seven-decade-long career.

Half of Wales is visible from the blustery summit. “Of all the hills which I saw in Wales,” recalled George Borrow, author of the prolix Victorian classic Wild Wales, “none made a greater impression upon me.” He was not alone. Arenig Fawr, a southern outcrop of Snowdonia, was also the entry point for British art into Post-Impressionism. This at any rate was the claim of a scenic documentary which joined Augustus John and his young protégé James Dickson Innes on their productive two-year sojourn at the foot of the mountain.

The story of the Pitmen Painters, a group of Northumbrian miners who decided to study art appreciation in their spare time and developed into a group of untrained but powerfully expressive artists, has been documented in a book by William Feaver and a play by Lee Hall. Robson Green's particular interest in the story stems from the fact that he's a miner's son, brought up in Dudley, a few miles south of the pitmen's hometown of Ashington.

The opening of Turner Contemporary is being heralded as one of the most important cultural events of the year. Described as "a national and international venue in the regions" the gallery, it is hoped, will attract visitors from London and abroad and transform Margate’s flagging fortunes by stimulating new businesses such as commercial galleries, as well as cafés, restaurants and bars.

A cult suggests unhealthy worship, and there’s more than a whiff of that in the heady decadence of the V&A’s latest art and design blockbuster, The Cult of Beauty. This is an exhibition which examines how the influence of a small clique of artists grew to inspire ideas not only about soft furnishings and the House Beautiful, but to influence a whole way of life, teaching the aspiring Victorian bohemian how, in the words of Oscar Wilde, “to live up to the beauty of one’s teapot”. And as one might expect, the exhibition is beautifully designed, in a way that suggests you might have stumbled into the secret, scented and darkly cavernous chambers of an aesthete Aladdin.

Chantal Joffe first came to attention in the 1990s with a series of paintings reproducing pornographic images, using a typically thick, impastoed paint and heavy brushstroke to depict hard-core acts in a defiantly flat, emotionless tone. Since then she has moved on, first to paintings reproducing fashion photographs, and now, in her new show, to images that re-imagine 19th-century aspects of femininity and femaleness in a 20th-century mash-up of psychology, anthropology and literary and art history. This sounds, unfortunately, rather less appealing than it is, for the images themselves mostly reward attention, even if the theoretical statements behind them have become increasingly divorced from meaning.

The sea: the depths from which all life emerged, and a force of destruction. Anselm Kiefer contemplates its sublime beauty and terror in a new exhibition of 24 panoramic photographs, ranged three-deep on two facing walls. Each grey and grainy seascape has been smeared and splattered with white paint and transformed by “electrolysis”, a process which isn’t further explained in the press release but which sounds suitably and impressively dramatic.