While on holiday in France we were lucky to be invited to sit in on the rehearsal of a classical music concert (Schubert lieder - just a singer and a piano) and our 3 1/2 year old was transfixed. He's been asking to go again ever since.
Do you know of anywhere in London where one can listen to live music of that kind with children in tow? I doubt the likes of the Wigmore Hall (average age 70!) would even let us in.