This week there's another new Mahler symphony recording, along with some disquieting British piano music and an enjoyable disc of originals and transcriptions played by a young Baltic accordionist.

After filing for bankruptcy earlier this year, the Philadelphia Orchestra seemed poised to be the flagship cultural casualty of the financial crisis. Five months on and the bills continue to rise, but in the best Titanic tradition the band are determinedly playing on. It’s been five years since we last heard them at the Proms and their return last night under Chief Conductor Charles Dutoit saw a capacity crowd turn out to show their support and to hear the glossy music-making for which this orchestra is so justly celebrated.

You can count on one thing at the Proms: that the sound, if not on this occasion the cut-off point, of the extraterrestrial, wordless ladies’ choir at the end of Holst’s The Planets will scatter stardust through the Albert Hall solar system. Even, that is, if the performance is less than good, and last night’s was better than expected given reports of the same team’s near implosion in Beethoven’s Ninth. Hardly your average programme, either, with an unexpectedly lovely tone poem by featured composer Frank Bridge, and a surprisingly engaging float through the near vacuum of Sir Harrison Birtwistle’s almost new Violin Concerto.

You can count on one thing at the Proms: that the sound, if not on this occasion the cut-off point, of the extraterrestrial, wordless ladies’ choir at the end of Holst’s The Planets will scatter stardust through the Albert Hall solar system. Even, that is, if the performance is less than good, and last night’s was better than expected given reports of the same team’s near implosion in Beethoven’s Ninth. Hardly your average programme, either, with an unexpectedly lovely tone poem by featured composer Frank Bridge, and a surprisingly engaging float through the near vacuum of Sir Harrison Birtwistle’s almost new Violin Concerto.

Earlier this year, conductor Manfred Honeck revealed to me his love of old vinyl: the crackle, the fizz, the lost musical traditions. His performances are marinated in this obsession. The idiosyncrasies of his interpretations hark back to a time when the rules were fewer and the colours brighter. Last night was no different. His Mahler Five steered clear of the sleep-inducing modern fixations with orchestral homogeneity and tastefulness and instead jumped right off the deep end.

In a week that sees Proms visits from two major American orchestras, it fell to Manfred Honeck and the Pittsburgh Symphony Orchestra to raise the curtain for their blue-blooded “Big Five” colleagues the Philadelphia Orchestra. With Tchaikovsky featuring large in both programmes comparisons are only natural, and it will be interesting to see what response Thursday night offers to an energetic but at times rather unsubtle evening of music from Pennsylvania’s “other” orchestra.

While revered and respected, Beethoven’s Missa Solemnis has never inspired audiences with the same affection as Bach’s B minor Mass, Haydn’s Nelson Mass, or even Mozart’s Coronation or C minor settings. Perhaps it’s the austerity, the monumentality of the work Beethoven knew to be his greatest that rejects the easy assimilation into secular concert life, perhaps it’s more simply the lack of big tunes to wash down all that liturgy. Furtwängler famously drew back from the work’s sacred challenges as he grew older, but Sir Colin Davis is evidently determined to keep tackling a work whose performance he has likened to “failing to reach the top of Mount Everest”.

Dominated by a focus on contemporary music, this year’s Proms’ Saturday Matinees have also developed something of a heavenward glance as the series has progressed. Last weekend it was the Christian mysticism of Hildegard of Bingen at the fore, with Britten’s Sacred and Profane providing a slippery foothold in the earthly. Yesterday we cast off worldly shackles entirely, gazing beyond the limits of our own humanity in the musical visions of Tippett, Tavener and Sofia Gubaidulina.

"Don't expect polish," announced Ivan Fischer apologetically. "Things vill go rrrong. We may start pieces again." The tuba had been turned into a tombola. The percussionists were playing their buttocks. Someone else was blowing a Hungarian didgeridoo. A certain amount of madness was expected from the second Prom, an experimental Audience Choice concert. But the Mahler One of the first Prom? Who knew that that would be equally if not even more outrageous.

What do visiting German performers add to the Edinburgh International Festival's Auld (Scotland-France) Alliance thread? Simple: when they communicate as superbly as soprano Diana Damrau and Jonathan Nott's Bambergers, the music-making works at the highest level. The fact that Damrau enlisted French harpist Xavier de Maistre for one of the most singular song recitals I've ever heard, and that the symphony concert set Messiaenic pianist Pierre-Laurent Aimard at its centre, simply gave us more for our money in a cavalcade of light to illuminate the grey tail-end of the festival.

We head east this week - new pieces by a contemporary Russian composer, and a bargain box set showcasing the flamboyant orchestral music of a neglected Russian. And a famous viola player leads a young Moscow orchestra in electrifying accounts of Brahms and Tchaikovsky.