Go to your public library and check out what they've got.
Harry's got good picks and good advice, but I like going chronologically, and if you read music, check out the scores and read along. Also, to get a true impact of how nutty the guy was (nutty for nutty's sake in my opinion), and how profoundly he impacted western music, you ought to have a knowledge of J.S. Bach (CPE Bach too if you've got time, remarkable stuff and criminally unknown due to living in his dad's shadow, kind of. When they were alive, he was actually much more highly regarded, but that sure didn't last), Mozart, Beethoven, Brahms, into Mahler.
Check out the Norton Anthology of Western Music and the cd's that go with them for excerpts, or if you've got the inclination, take a Music History class. You don't have to be a musician to hear what they're getting at.
Bach = The foundational rules of Western Harmony, even till today, and an incredible refinement of those rules in the mere 65 years of his life
Mozart = Refinement and concentration of those rules as they applied to motif and form. Also, some killer unexpected twists, harmonically speaking, with the use of only rudimentary chromaticism.
Beethoven = Further refinement till he pushed the envelope so far that romanticism with it's lush chromaticism happened, almost enzymatically. It was a quick worldwide shift, and he was the man with the uninentional plan. He couldn't play within Bach's rules so he carefully rewrote some of them. It's a new ball game.
Brahms = kind of a throwback. Sort of the Strokes/White Stripes of classical, but with an incisive compositional attack that trimmed tons of fat, yet still sounded heavy as fuck. Didn't really change the game, but was really one of a few to stand out in the post Beethoven world. Beethoven is totally the Beatles of the classical world, alot of parallels between their careers and what they did for the popular music of their time. Alot of people tried to beat Beethoven at his thing, and failed miserably.
Mahler = the NWA of the classical world. He said fuck your rules, i'm out to bend your ear in ways that'll make the nerdy set shit in their tighty whities. His manipulation of chromaticism was absurd. He knew the only way to make a mark, as far as music theory is concerned, was to chuck everything, take something impossible and unsavory, and make people dig on it. After him, 12-tone serialism was a foregone conclusion. You couldn't get any further "out" in western harmony without going atonal or microtonal.
Not that you need to know any of that to enjoy mahler, but as a performer, I had dug all these guys, but then getting the backstory made the compositions alot more alive and real to me.
Then I decided that classical musicans are an unsavory lot, and in the words of Eric Carmen, "I'm a rocker."
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Flying Rabbit Wrote: I don't eat it every morning, I do however, pull it out sometimes.
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