There may be some who feel this year’s shortlist for the Turner Prize has done little to forge ahead with anything new, innovative and different. And then there may be others who will welcome the rather more established artists on this year’s list, that is those who have continued to steadily develop their practice for well over a decade, with no great surprises, such as Angela de La Cruz and Dexter Dalwood.

“Henry VIII is the only king whose shape we remember,” David Starkey tells us in the first of a new series of “polemical essays” on British art. To demonstrate, he reduces the king’s form to its bare Cubist geometry. He sketches a trapezoid for the chest – an impressive 54 inches in life, as attested by his made-to-measure suit of armour; two “chicken-wing” triangles for the puffed sleeves; two simple parallel lines for the wide-apart legs. Oh, and a small, inverted triangle for the codpiece. This last addition, as originally drawn-in for comedic value by the Tudor historian G R Elton, and fondly recalled, never failed to raise a titter amongst the callow students of Dr Starkey’s Cambridge undergraduate days.

Mount Vesuvius blew its top in 1631, spewing molten lava into the sea and filling the air with ash clouds that reached as far as Constantinople. The eruption and accompanying earthquakes killed 3,000 people and caused widespread devastation, all of which made a lasting impression on the 16–year-old Salvator Rosa. As an artist he was to specialise in darkly tempestuous landscapes filled with menace in which small figures are dwarfed by towering cliffs, or beset by bandits, while storm clouds gather over ruined buildings and blasted trees.

Gauguin has always been the poor relation in the art-legend sweepstakes. Unlike Van Gogh, there is no heartwarming story of overcoming lack of technical facility; no ghoulishly enjoyable story of genius crushed by madness. Instead, there is a story that veers from irritating to deeply unattractive: a businessman and Sunday painter, Gauguin acquired his technical skills across a range of art forms with almost insolent ease, before abandoning his wife and children in poverty to flee to ever-more exotic locales, where he lived with a succession of (in today’s terms) underage girls, some of whom he made pregnant while infected with syphilis, others of whom he rejected for being too "Western".

Treasures from Budapest – phew! It’s overwhelming. One staggers out quite cross-eyed and wobbly-kneed. There are over 200 works, for heaven’s sake. And so many Virgins: sweet-faced Italian Madonnas, austere Eastern European Madonnas, pallid German ones. There’s a tiny, exquisite yet unfinished Raphael Madonna, known as The Esterházy Madonna, since much of the collection of Old Masters shown here was amassed by Prince Nikolaus II Esterházy. Oh, and there’s the stubby-nosed, chinless Viennese one by an unknown altar-piece painter (such an arrestingly odd face; are her eyes actually going in the same direction?). She can’t compete in the beauty stakes, but you’re spoiled for choice in the line-up.

People always overlook how much of a hippie Richard Wagner was intellectually. His philosophical stance differs little from that of Neil from The Young Ones. It's a side of Wagner you can't get away from in Tristan und Isolde, with its endless railing against temporal realities and its search for universal oneness - yeah man, oneness.

Museum shows don’t often evoke a sense of smell, but without even trying, this Ballets Russes exhibition has visitors’ nostrils flared. The show is – intentionally – a feast for the eye, and even for the ear, with ballet scores (sometimes rudely overlapping) playing in every room. But smell?

A soundtrack of "Purple Haze", "Hey Joe" and other eternal Jimi Hendrix hits, is currently drifting out of the Snap Gallery along the swanky Piccadilly Arcade in Mayfair. A boutique exhibition space, Snap sits incongruously amongst purveyors of "fine" jewellery and gentlemans’ tailoring and its front windows are transforming the chi-chi mall with Gered Mankowitz’s photographs of the Sixties guitar genius, Hendrix.

Rachel Whiteread is best known for her exploration of space, of presence and absence, of how we look at what is present – and absent – in the textures of our lives. House, her life-sized cast of a house in a derelict street in East London, first brought her to fame, and more recently Untitled (Plinth), her mockingly affectionate take on the empty plinth in Trafalgar Square, a resin-cast replica of the plinth itself, literally shaped a new viewpoint of that absence in the heart of the West End.