Classical in concert halls sounds good.
In London the tickets are much cheaper than the US. Still, to go to concerts you need to have student id, be a senior citizen, or have much better income than the average. Especially in relation to movies, concert tickets are too expensive so those not into classical and concerts already won't go.
In Zurich, they have "kinderkonzert" about once a month that we take my daughter to. They are performed by members of the Zurich Tonhalle Orchestra, which is a very good orchestra, in the Tonhalle (or now in the Tonhalle Maag during refurbishment of Tonhalle). The price is very reasonable and the performance is on par with "adult" concerts. We recently saw "Peter and the Wolf"...fantastic!