Gabriel Orozco has been something of an art-world secret, for some mysterious reason. He has been fêted at the Venice Biennale, he showed at the prestigious Documenta in Kassel, had a blazing Serpentine show, an Artangel commission and been flavour of the month for more than a decade to those who follow contemporary art. But to the general public? Nada, nothing, zip. And God knows why, for, as this fine Tate retrospective shows, Gabriel Orozco is the real McCoy; a dazzling creator, a serious thinker, a joyous, liberating mind and a pair of eyes that helps us see new. On top of that, as an artist he has charm to burn. For heaven’s sake, what’s not to like?

Gabriel Orozco has been something of an art-world secret, for some mysterious reason. He has been fêted at the Venice Biennale, he showed at the prestigious Documenta in Kassel, had a blazing Serpentine show, an Artangel commission and been flavour of the month for more than a decade to those who follow contemporary art. But to the general public? Nada, nothing, zip. And God knows why, for, as this fine Tate retrospective shows, Gabriel Orozco is the real McCoy; a dazzling creator, a serious thinker, a joyous, liberating mind and a pair of eyes that helps us see new. On top of that, as an artist he has charm to burn. For heaven’s sake, what’s not to like?

Joseph Mallord William Turner - Billy to his intimates, such as he had - is the notional centre of The Painter, a snapshot of the great British landscape artist as a young iceberg. Toby Jones is the main draw in this world premiere of Rebecca Lenkiewicz's new play, and he emanates quiet charisma and sardonic wit. But it's the women in his life who get the better scenes and who steal the show.

Success came early to Turner. In 1799, when the play begins, he was still in his mid-twenties but had been exhibiting watercolours at the Royal Academy for nearly a decade – possibly buying his paints from the Colourworks Reeves factory in Dalston, north-east London, a building which, in a very neat marketing manoeuvre, is also the Arcola Theatre's brand-new premises; a high-ceilinged, unfinished but striking bare-brick space.

There was more going on that year. Turner had just moved into a new studio with his devoted father whom the play and performances induce you to take for a kindly, devoted manservant until late in the game. His mother, Mary, meanwhile, was drifting into madness. In 1799 she entered Saint Luke's Hospital, but would die in Bedlam.

This was also the probable year of Turner's best-known self-portrait (pictured above), deliberately channelled in the publicity shot (pictured left) of Jones for the Arcola's production. But painted Turner is handsome, romantic - intense, to be sure, but also a little suave and patrician. Jones's Turner is unshaven, rumpled, scowling, a bit of rough. When he opens his gob, he's pure East End barrow boy. "I thought Turner was posh!" sighed a woman behind me.

Turner's father, we learn, was from the lower orders: a wig-maker who lost his trade when wigs fell from fashion, one reason no doubt for his devoted support of his son as a new meal ticket. There are also references to a world in turmoil ("Town was mad again") from the Napoleonic Wars, and Turner is cramming Dutch, perhaps on account of his lifelong passion for Holland's art. Rebecca Lenkiewicz's play is full of such elliptical detail. But - with only seven characters - it's very much a chamber piece.

As a rule, Turner didn't do portraits. In the play, he calls it "face painting". He didn't do people much, come to that. "Your heart's a hole, Billy," his mother says. The short, fragmented scenes make it hard to engage with the character, particularly in the first half (under the aegis of the Arcola Theatre's artistic director Mehmet Ergen, the scene changes in this almost-in-the-round production aren't always as swiftly and smoothly managed as they could be).

From time to time Turner holds forth to the members of the Royal Academy on his theories of art, full of contempt for the no-talent nobs, his mind never quite on the task in hand. Then, at the end, he turns to address the audience on his breathtakingly ahead-of-its-time Hannibal Crossing the Alps (1810-1812, now in the Tate Britain and pictured right): "The sun is God and it's a battle. Or dark against light... And... the light has to win."

This should be Turner's big, redeeming, barnstorming speech: a transcendent vision of sublimity, the victory of hope over despair. But at first you assume it's just another of his boring lectures. And far from being the intended coup de théâtre, you can barely make out the slide projection of the painting on the back wall.

So look to the women to pick up the slack. The play has three of them. Turner's mother, Mary (Amanda Boxer) lost her wits when she lost her adored daughter; her son treats her ambivalently and she returns the favour. Jenny Cole, an Irish prostitute (Denise Gough), poses for him and they form an intimate, curiously Platonic relationship which he ultimately betrays.

Sarah Danby (Niamh Cusack), a widowed actress clinging onto respectability, tries to domesticate Turner and unsurprisingly finds him a lost cause. They are all - especially the first two - given stonking, emotional scenes. In a production bursting overall with talent and ideas, all that's needed is for Turner's elusive being, as mazey as his explosions of painterly light, to be brought more clearly into focus.

Radio interviewer: “Are you Royalists?” George: “Of course! We’re not weird.” Gilbert & George may have been accused in the past of being coprophiliac pederast fascists (owing to their love of turds, anuses, young men with cropped hair and bovver boots and the Union Jack), but this art duo can certainly make you smile. In fact, Gilbert & George can often be quite irrepressibly funny – definitely "ha ha" as well as peculiar. And since they and their art seem as one, one senses they’d make excellent after dinner speakers.

One of the best things about a Cindy Sherman show is you never know what you’re going to get. And in this exhibition, of a new series of "Untitled" images, what you get is very surprising indeed. Sherman's photographs are not about her, but they are always her. Sherman has always used herself – or "herself", a manipulated, redacted representation – as the canvas on which she works. This time, however, the canvas itself has changed.

A well-groomed, middle-aged woman walks into view and lights a cigarette. She stands, she smokes, the camera gives us a steady close-up of her face. As she appears to reminisce, her face subtly registers a range of emotions. Is she agitated, sad, irritated? She takes long drags of her cigarette. The film ends and she walks out of view. A second film begins. Same woman, same duration. A cigarette is smoked, the camera lingers on her face. She’s lost in recollection, but wait, there are subtle changes. A different backdrop.

Oh dearie, dearie me. Modern Perspectives sounded like it had such promise. Running alongside the big Canaletto show in the Sainsbury wing of the National Gallery, two finished works and one work in progress by Ben Johnson are on show in Room One. The idea is to look at a contemporary artist who, like Canaletto and his coevals, produces panoramic views of cities. Johnson, despite his quasi-illustrative, photo-realist style, says he produces not "topographical representations of a real place, but perhaps a manifestation of a dream... timeless and transcendent". Wouldn’t it be pretty to think so?

Simon Starling’s wonderfully eccentric exhibition Never the Same River (Possible Futures, Probable Pasts) will inevitably mean more to those who have visited the Camden Arts Centre regularly over the years. Places gradually acquire a patina of memories that accumulate layer on layer and infiltrate one’s perceptions in the present moment. Travelling round London, I encounter my past at every corner – the Slade where I spent many hours drinking coffee before being gripped with ambition to become an artist, University College Hospital where I gave birth, the house where I discovered how hard it is to be an adult, the doorstep on which a former lover confronted a future one, and so on.

Norman Rockwell’s America. What did it look like? At the height of Rockwell’s incredible fame as an illustrator, you might say it looked a lot like a movie still. Think of the films of Frank Capra, for instance: heartwarming scenes of family life shot through with poignancy as well as humour. This vision came with an instinctive appreciation that the most precious things we have in life are also the most transient and fragile. It’s a vision that clearly comes with a sense of empathy for the common man, an empathy that elevates his American everyman into the heroic figure of home and hearth.

As I wandered round this year’s New Contemporaries at the ICA, a few yards away in Trafalgar Square, thousands of students braved the cold for the third time to protest against the Government’s proposed spending cuts on education. How many art students joined the rally is impossible to tell, since most London art schools have been swallowed up by universities and lost their individual identities in the process. Whereas the high-profile sit-ins of 1968 were orchestrated by students from Hornsey College of Art (now part of Middlesex University) and, 20 years later, students from Camberwell College of Art (now part of the University of the Arts, London) were leading vociferous protests against cuts in art school funding, any art students involved in the current unrest are all but invisible.

A retrospective at Tate St Ives can be a poisoned chalice for the major artist. It postpones his or her prospect of a showing at Tate Britain by a couple of decades, and can appear to consign them to the comfort zone of "Cornish Art": the heritage Modernism of Barbara and Ben, Terry Frost, Patrick Heron et al, stuff we love (well, most of us) because it reminds us of being on holiday, but may feel, in our heart of hearts, to be more than a touch minor. On the positive side, Peter Lanyon, who was killed in a gliding accident in 1964, isn’t around to mind, and there’s something to be said for being able to look from one of his lyrical canvases straight out at the surf crashing on Porthmeor Beach and the edge of the windswept, ancient landscape Lanyon regarded as his personal Calvary.