Coram Boy is a thrilling story of dead babies, teenage love, material greed and the redeeming power of music. This is Christmas entertainment that packs a powerful punch, borne aloft by the inspiring sound of Handel’s Messiah, with horrific events presented on stage, an emotional rollercoaster ride that is definitely not for the very young or the faint of heart.

Frank Sinatra might have come to dislike being branded as part of the Rat Pack, but the phrase stuck and still sticks. Judging by last night’s Christmas-slanted show, just as he, Dean Martin and Sammy Davis Jr live forever, so will that phrase. Eleven years on from the first Rat Pack Live From Las Vegas show the shine hasn’t gone and the trio – even though they aren’t really there – light up the Wyndham’s Theatre.

Four children allowed to go off in a boat on the Lake District by their mother without a responsible adult or lifejackets? If this happened today Social Services would be down on mum like a ton of bricks. But this is 1929, long before the tyranny of parental paranoia, which may go part of the way to explaining why Arthur Ransome's story of childhood adventure, unfettered by adult interference, is such an enduring hit. And another reason why this West End transfer from the Bristol Old Vic is such a hit is the music from The Divine Comedy's Neil Hannon.

Conor McPherson's 2000 play is one of the Irish writer's most memorable works, and this revival comes soon after his less acclaimed latest play, The Veil, over which we shall draw, er, a discreet veil, debuted at the National. It reminds us that McPherson at his best is a writer of humanity and compassion and, as a former toper who is now a non-drinker, one who understands the lure of the bottle.

The play-within-a-play device has honourable antecedents - playwrights from Thomas Kyd and Anton Chekhov through to Bertolt Brecht and Tennessee Williams have flirted with it, while Shakespeare loved it so much that he used it in several of his plays, most famously in Hamlet.

Oh, the joys of eccentricity. Welcome to the Vanderhof family of misfits. The head of the household, Grandpa Martin, refuses to pay any taxes, preferring to keep snakes on a hatstand. Good for frightening off the tax inspector, who unexpectedly drops by.

This year's seasonal production from the Lyceum is one of those shows that feels more like an uninspired stocking filler than a big, beautiful, beribboned gift. Neither magically Christmassy (it begins on Halloween, and the only substance falling from the heavens is gold dust), nor a gung-ho pantomime (though some slightly stilted call-and-response mischief creeps through the cracks in the fourth wall), in the end it seems content simply to entertain rather than enthral.

That a tale confronting society’s most pernicious evils, giving poverty a human face and desperation a voice, should become a cornerstone of the British festive experience is perhaps unexpected: testimony either to the moral deviance of the general public, or alternatively to Charles Dickens’s peerless skill as a writer. Personally I’m inclined toward the latter, and judging by the massed hordes at the Arts Theatre on Saturday for Simon Callow’s new staging of A Christmas Carol, I’m not alone.

Loneliness is hard to put on stage. There is something about the feeling of unwanted urban solitude which is so repetitive and, let’s face it, boring, that writing a play about it risks sending the audience into the night before the story is properly over. So the first thing to say about Lucinda Coxon’s play, which was first staged in Bath a year ago and now makes a welcome appearance in London, is that it is compelling and never boring. In fact, it has that strange kind of intensity that leaves you feeling completely shell-shocked at the end of the evening.

Can you replace a wife with a doctrine? Under normal circumstances, the question would be absurd, but given that Joe Penhall’s new play, which opened last night, is the latest of a crop that have explored belief, spirituality and religion, the conundrum is a very real one. And it’s here presented with unforgettable force in a compelling and stimulating play which itself seems guaranteed to haunt you.