However, if anyone can work with the theatrical vibe of the venue, that person is Rufus Wainwright. Wearing a smart, if subdued, beige suit he came on stage with full band in tow - including two female backing singers and a horn section - and launched straight into Oh What A World, the Gershwin-flavoured opener from the opulent Want One.

Clearly a man keen to give his audience value for money, he proceeded to wade through most of the two Want albums, the songs retaining their richness in a live setting. He only broke off to air a new song, which went by the charming title of Between My Legs, and to dash off a cover of Leonard Cohen's Chelsea Hotel.

Things were going swimmingly until he was, rather bizarrely, joined on stage by, of all people Jennifer Saunders and Dawn bloody French (in a Santa hat). Now I know Rufus has his fair share of celebrity mates, but French and Saunders haven't made me laugh in over a decade and I couldn't quite see the point of having them do backing vocals - basically mugging in 'amusing' way - to new track Poor Little Rich Girls. I suspect it was some kind of charity-related thing. But still. No.

Fortunately normality of sorts was quickly restored. The Art Teacher, stripped down and simple on Want Two, was jazzed up to rather pleasant effect and Rufus got all breathy and intense on the wonderful This Love Affair.

The evening appeared to be drawing to a close when Rufus cheekily begins the intro to Old Whore's Diet, his bassist doing a very credible job of standing in for Antony. And then, and then - as the violinist soloed her way through the remainder of the song, Rufus and his band scuttled off stage like naughty schoolchildren plotting mischief, to return a short while later clad in vaguely Biblical white robes. They then launched into a succession of highly amusing and clearly pre-choreographed cheesy disco moves while at the side of the stage two men dressed as what appeared to be Roman soldiers grappled with what looked distinctly like a wooden cross - Oh dear God, he isn't? He wouldn't.

Yes, it would seem that he would.

As the first strains of Gay Messiah leaked out of the speakers Rufus whipped off his robes to reveal a turquoise toga, donned Elvis shades and a crown - and assumed the position. In this case one of arms outstretched, hands fixed to the corners of the cross. I can't imagine how this will go down in Middle America. Fortunately in West London it went down pretty damn well, the audience were on their feet and cheering and the song's closing bars were met with more than one, only vaguely ironic, murmurs of "amen."

It would have been some finale. Except that there was still more to come. Now dressed in a grey kimono-like dressing gown, Rufus returned to his piano and, well, I'm sorry, kind of massacred Leonard Cohen's Hallelujah - his backing singers' misjudged warbling killing the song's beauty. To employ a comedy catchphrase last popular when French and Saunders were last funny: Oi, Rufus. No. Some things are better left alone.

He quickly redeemed himself with a storming version of Beautiful Child that had the bulk of the Apollo crowd out of their seats and dancing in the aisles before returning to the stage one last time for a, understandably breathless, rendition of Cigarettes and Chocolate Milk. It was, in short, one hell of a show by one hell of a showman.

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Mercury Prize 2009 nominees