Royal Ballet mixed bill, Royal Opera House, London

Christopher Wheeldon lives up to his reputation with a work of profound innovation – and joy

Most ballets start with the curtain going up. Christopher Wheeldon's latest for the Royal Ballet starts with it coming down, an arresting gesture that proves typical of a piece that keeps you perched on the edge of your seat throughout - and for all the right reasons. Rarely, if ever, in my experience of new work at the Opera House, has any sprung so many surprises with so elegant or so light a touch. No wonder the company has been at such pains to keep this world-feted young choreographer in its sights.

The next surprise comes when a girl in a gauzy grey tutu pushes through the heavy drapes, only to turn her back on us. The reason: she's transfixed by what at first appears to be her own fuzzy reflection in the mirrored wall that's coming into view behind. "A dancer uses the mirror every single day ...." She speaks! Or rather, it's a slice of recorded interview with this dancer, the American Sarah Lamb. She goes on to say how hard it is, in the light of this critical relationship with the glass, to keep in mind the art form's beauty, and tells a Mark Twain anecdote about the captain of a Mississippi steamboat who only ever sees the obstacles on the river, never the sunset. And all the while the real Sarah Lamb is projecting shapes towards her image, which we realise – only bit by bit – is an entirely independent form, and not a reflection at all.

It was Steve Reich's Electric Counterpoint that gave Wheeldon his idea, one live guitarist playing against 11 recordings of himself. It starts as a true solo, then builds in layers, brilliantly simple yet complex in effect. Wheeldon introduces his three other dancers thus. Big, athletic Eric Underwood; sinewy, sinuous Ed Watson; tall, sculptural Zenaida Yanowsky, drawing mini-portraits of each one's personal style. While Underwood-in-the-flesh strikes out in pantherish leaps, his filmed image stands gazing at him in what could be awe or disbelief. Yanowsky appears in a modish catsuit, apparently leading her reluctant screen-self by the hand, a self buried in the guise of a 19th-century aristocrat in a dress with a vast train (perhaps the Empress in Mayerling, her favourite role).

The music, initially, is Bach, played on a piano with measured calm. Then, magically, you find it's become Steve Reich, though you didn't notice the join. Jean-Marc Puissant's cool grey sets have the same ability to morph, like SimCity real estate. One minute it's all angled walls, the next an architect's drawing, then a row of swinging doors, and you're rarely aware of the switch. Credit for the film element goes to the Ballet Boyz, Michael Nunn and William Trevitt. It's without doubt their most sophisticated work to date.

Wheeldon has always been strong on duets in general and lifts in particular, and Electric Counterpoint includes some corkers, doubled when both couples work in synch, the girls crouching foetally on the men's thighs or flung out wide like flags. The great thing about Wheeldon is that you never guess what's coming, yet he repeats just enough material to let you get to know it. At the climax of Electric Counterpoint a veritable forest of screen-doppelgangers gives choral force to what must amount to one of the happiest endings of any contemporary ballet. Ed Watson's repeated wiggling leap waving both arms in parallel above his head was not merely a jubilant sign-off. It was a thumbs-up for the future of ballet. Forget ugly dislocation and distortion. There's no need to kill the goose that laid the golden egg.

After the interval, though it was impossible things could get any better, Jerome Robbins's Afternoon of a Faun offered a serene and gently erotic chaser. Clever, too, how it picked up the theme of mirror-obsession. Here the fourth wall of the stage is an imaginary dance-studio mirror, Carlos Acosta's narcissistic male student peering into it approvingly. When an equally heavenly-looking girl appears (Sarah Lamb, again) she too falls in love with her own image, and the duet that follows is tautologically self-absorbed.

I've never before seen this piece played for laughs, and I'm not sure it's quite right for the sublime Debussy score (played with hallowed care by the Opera House orchestra under Barry Wordsworth) but Acosta – the rogue – gets away with it, just, comically craning to catch the next glimpse of himself while he ought to be tending his partner. After that 11 minutes of bliss, we get the 11-minute makeweight of Balanchine's Tzigane. I never thought I'd ever write this of Balanchine but I guess when you've written 400 ballets there are going to be duds: too bad this is one of them. For all its fiery Hungarian posturing and gypsy fiddle gymnastics, and for all the genuine gusto of Marianela Nunez and her scowling, thigh-slapping beau, Thiago Soares, it remains what it is, a picturesque fake.

The gold standard is restored, finally, by Ashton's A Month in the Country, one of the best-loved short ballets in the company back-catalogue. With its sumptuously detailed House & Garden set of a Russian dacha and its sumptuously detailed naturalistic acting, not to mention its effortless melding of Turgenev's plot with a string of ravishing early Chopin piano pieces, this is core Royal Ballet stock. Yet new principal Alexandra Ansanelli still manages to bring something new to Natalia Petrovna. No longer the tragic young wife longing for a last illicit snatch at love, hers is a spoilt, petulant manipulator, her almost comic histrionics a means of managing several layers of deceit. A fascinating reading, but one that didn't touch my heart.

Royal Opera House (020-7304 4000), continues on 4, 5, 11, 19 March