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Lana Del Rey, Scala, London Wild Beasts, The Cathedral, Manchester

The glitz, the glamour, the extreme misery. Lana Del Rey calls it Hollywood sadcore and it's too alluring to ignore

Twenty-one. That's how many times, consecutively, that I listen to "Video Games" on the way to see Lana Del Rey. It still isn't quite enough.

Sometimes, one song towers over all others as Single of the Year, and 2011 is one of those years. Lana Del Rey's "Video Games", a surprise Top 10 hit three weeks ago, is a stunning piece of "Hollywood sadcore" (her description) which channels the ghosts of Nancy's "Bang Bang", Nico's "These Days" and Dusty's "You Don't Own Me", and has captured countless imaginations, already spawning covers ranging from Bombay Bicycle Club to the bloody awful Kasabian, and some superb remixes.

It's the type of song that comes along twice or thrice a decade, if we're lucky. For a beautifully desolate four minutes 40 seconds, "Video Games" slows life to The Matrix-style "bullet time", so that the world freezes and the only thing moving – at its own elegant pace – is the song. And nothing else matters.

Lana Del Rey is the syncretic pseudonym of one Elizabeth Grant, taking the first name of Lana Turner and the surname from a car: not, one assumes, the boxy 1970s Ford Del Rey but the tail-finned and impossibly stylish 1950s Chevrolet Delray. A 25-year-old American exiled in London, Grant grew up in the dying holiday resort of Lake Placid, the US equivalent of "the seaside town they forgot to close down". Her act is, therefore, both utterly contrived and completely natural: she was reared on faded glitz.

It's the contrivance which bothers many: Del Rey has become a lightning rod for snarky sniping from hateful hipsters, questioning her "authenticity" and sneering at the fact she's had collagen injections to make her lips look like Salvador Dali's sofa. None of which troubles me. Pop is theatre, so inauthentic by its very nature. And body modification is the business of the modified, no one else. But it barely matters: Lana Del Rey is beyond their reach. We have, before us, a true star.

Her vintage aesthetic, encapsulating, to quote one of her lyrics, "the dark side of the American dream", dominates every detail tonight, from her lacquered auburn curls, gold shirt and white slacks to the archive cine film projected on to four big balloons overhead: a funeral at the Hollywood Memorial Park Cemetery, Margot Fonteyn dancing Swan Lake and a tired Elvis Presley massaging the bridge of his nose, with Lana herself craftily edited in at various moments. Tellingly, she doesn't look remotely out of place.

She begins with "China Doll", which boasts the exquisitely self-aware couplet "I even think that I found God in the flashbulbs of your pretty cameras /Am I glamorous, tell me, am I glamorous?" Del Rey sings in a voice that's half Karen on "Superstar", half Stevie on "Sara" (yes, that good). Hers is a voice that knows all there is to know about the crying game. "I feel so alone every Friday night", she sings on the forthcoming single "Born to Die".

There are occasional reminders that this is the 21st century in snatches of street-slang like "you're so dope" and "you da bestest", and the backbeat of tonight's finale "You can be the Boss" proves she's listened to plenty of hip-hop, but her classically jazzy vocal ensures the spell is never broken. Before "Video Games" itself, Lana sighs "OK, let's do this", as though the weight of that song's success is exhausting her. But I'm not tired of it yet. Another 21 times wouldn't be enough.

Wild Beasts' show in Manchester Cathedral is the latest sign of a new trend. Following the Laura Marling tour and Elbow's gig in this very building, "playing gigs in cathedrals" is the new "playing gigs in forests", which was the new "playing gigs on boats". Sure, churches have been open to rock'n'roll for a long time, with Union Chapel in London leading the way, but there's something about the scale of a cathedral that suits bands who like to think bigger.

This 15th-century pile, still standing proud at the end of Deansgate despite the worst efforts of the Luftwaffe and the IRA, may be built in the Perpendicular Gothic style, but this perpendicular goth is grateful for a pew. Where, instead of hymn books, one finds empty bottles of Becks and Kopparberg. Its nave was controversially used as a location for the alien invasion game Resistance: Fall of Man. Its interior is made even more spectacular by the smoke and searchlights of Wild Beasts, a band whose epic dream-rock makes the most of the ecclesiastical acoustics.

Wild Beasts grew up breathing the same Cumbrian air as British Sea Power, and metaphors about babbling, trickling Lakeland meltwater are too tempting. Hayden Thorpe's soaring falsetto has earned comparisons to Billy Mackenzie of the Associates, and resonates spectacularly in the cathedral arches.

After a barely-noticed debut, their second album, Two Dancers, won a Mercury nomination. This year's effort, Smother, can expect to make many critics' end-of-year lists. They are sufficiently proud of it that early material was excised from the set to make way for the likes of "Reach a Bit Further" and "Bed of Nails". Even though they've moved to the hipster hell of Dalston, north London, they retain something of the "other", and tonight's surroundings make even more sense, given that Mary Shelley's Frankenstein is one of the new album's stated influences.

A pity, then, that they don't match that in their dress sense: one of them, unforgivably, takes the stage in a woolly hat. But you can get away with that when you're effectively wearing a cathedral on your head.

Next Week:

Simon Price sees Coldplay go acoustic as Chris Martin and Johnny Buckland play the Little Noise Sessions

Rock Choice

Ukulele-toting Aussie C W Stoneking brings his evocative and witty ragtime-blues to Concorde 2, Brighton (tonight); St John's, Coventry (tomorrow); Trinity, Bristol (Tue) and Koko, London (Wed). Ska survivors Madness host their House of Fun weekender at Butlins, Minehead, (Fri to Sun), with guests including Rob da Bank and Jerry Dammers.