Prom queen: Mezzo superstar Sarah Connolly is at last getting the recognition she deserves

It has taken Sarah Connolly an unconscionably long time to scale the heights of her profession. Could it be true, people asked in amazement when this celebrated 46-year-old mezzo went on as Purcell's Dido in March, that this would be her Royal Opera debut? Connolly is in such international demand that it seemed incredible the penny should only now be dropping at Covent Garden. When it was announced that she would be singing Mahler and Gershwin at this year's Last Night of the Proms, Proms director Roger Wright did at least have the grace to apologise for not having asked her before. And on Friday, she returned to Glyndebourne to reprise her 2005 triumph, playing Handel's Giulio Cesare opposite Danielle de Niese's Cleopatra, in a revival of David McVicar's smash-hit production. (To cap it all, Connolly's due to impersonate Mozart's young Cherubino in a programme for BBC children's channel CBeebies...)

The steel within her subtle sound is only part of the explanation why she is every director's dream for "trouser roles", in which women play men. Since Nicholas Hytner cast her as Xerxes in his ground-breaking ENO staging of Handel's opera of that name 20 years ago, Connolly has played almost every major cross-dressed role in the Baroque repertoire.

But she herself sees no absolute distinction between trouser roles and "straight" ones. "I'm led by who the person is, not what they appear to be," she says. "It's all about character, not gender. I don't play Julius Caesar as a strapping male. But the strutting peacock he is comes out as I get into costume." And when she struck out in a new direction, scrambling into a tight black dress and four-inch heels to play Handel's Agrippina at the Coliseum, the door opened on a character that took everyone by surprise.

This beautiful mother of the infamous Nero, and implacable foe of anyone who strayed into her path, represents the kind of challenge Connolly likes: "It's always interesting to look at people with power, and how they use and abuse it. Though there is nobody quite like Agrippina today, there are definitely people who embody aspects of her. There are aspects of her in Hillary Clinton, and in Anna Wintour, who seems a truly terrifying woman. And there was definitely a whiff of the Thatcher mother-and-son relationship in Agrippina's relationship with Nero."

Connolly's other exploit this spring has been to release a CD, which has gone straight to the top of classical-music bible Gramophone's chart: a recording of Purcell's Dido and Aeneas, in which she sang the title role with the same rapt persuasiveness she brought to her Royal Opera performance.

But thereon hangs a tale. Just as Connolly despaired of ever singing at Covent Garden – "I began to think I must have offended someone powerful" – so she despaired of ever recording the tormented/exalted role of Dido, which had become an obsession over the years. She'd studied the recordings, and noted the musicological discoveries, but no one sang it the way she felt it should go. Backed by a big label, she would have had no problem doing a recording, but for an un-contracted outsider, that wasn't an option. Finding herself singing it at a London primary school, and overwhelmed by the sudden realisation that this music could speak to everyone, she decided she would record it come hell or high water: thus it was that she became her own producer, fundraiser, fixer, agent and star.

Signing her A-list singers was the easy bit, since they were her friends, and she decided there wouldn't be a conductor: "This was to be a collaborative effort, as it would have been in Purcell's day." But with £30,000 to be found, money was a problem. A hedge-fund friend chipped in £5,000, invited her to sing at his birthday party, and packed the gathering with well-heeled potential donors, but that didn't work. "I started to get cross," Connolly says. "These people were questioning the artistic value of the venture, and asking why we needed another Dido. I told them who else would be singing, and said I didn't want to sound arrogant, but I didn't sing the title role like anybody else at present. Finally, I gave up, and told my friend that, as I couldn't raise the rest, he'd better have his money back." When he gave another £5,000 instead, and when two patrons of the period-instrument Orchestra of the Age of Enlightenment stumped up the remainder, the problem was solved. Thus do the wheels of the record business turn.

This isn't the first time Connolly has funded her own disc. Production of her Handel compilation Heroes and Heroines was oiled by an inheritance she got from her mother, and, as with Dido, it, too, was inspired by a bout of defiant anger. She had been singing Sesto in Giulio Cesare in Paris, and one review had said "apparently Ms Connolly is known for singing Handel in the UK". This made her boil – and brings out the County Durham in her voice as she talks about it. "It was that snide 'apparently' that got me. I thought, I'm going to tackle this head-on." The upshot was a brilliant Handel CD for the independent Coro label, with Connolly doing the business, as well as the biz.

It's best not to get her going on the record shops' attitude to discs like hers, which lose out in the pile-'em-high, sell-'em-fast culture. Though, to be fair, the fault lies as much with the record companies, which now put promotional muscle behind only a small handful of bestselling artists whose looks (eg Anna Netrebko's) are as crucial to the operation as the way they sing. "I know I don't pay sufficient court to the media," says Connolly ruefully. "I don't chase them, and consequently they don't chase me. But having a six-year-old daughter, I feel guilty enough having a career, without swanning off to do daytime TV. I can out-diva anyone, but promotion is not my main priority – my daughter is."

If the career sometimes takes second place, the craft never does: Connolly's original training as a pianist specialising in Beethoven and Ravel underlies the rigour she brings to all she does. She despises Rossini – "vocal display for its own sake bores me stiff" – but would sing much more jazz, were that not so dangerous for her classical voice.

What changes would she make if she had a magic wand? "I'd abolish all music competitions. People should be judged on their merits, not against other people. And I'd like to dispel the myth that high art is snobbish – it just needs a bit of effort on both sides." Anything else? She laughs: "I would love to see someone – anyone – from the Government at the opera. We used to see John Major and co, and often Gerald Kaufman, but never the present lot. I don't care about them for themselves, but their presence – or the lack of it – reflects where public money is being spent."

Pick of the Proms 2009: From Tchaikovsky to a Silk Road adventure

This year's Proms programme is so strong that one is spoilt for choice. Highlights include Stephen Hough (left) playing all Tchaikovsky's piano concertos, and a series of Chamber Proms at Cadogan Hall. Glyndebourne Festival Opera's annual appearance – this time with a new production of Purcell's Fairy Queen (Prom 7) – is an exciting prospect, as is the French-Japanese mélange of Takemitsu, Ravel and Debussy brought by Jun Märkl and the Orchestra National de Lyon (10).

I'm intrigued to see how three major early works by Harrison Birtwistle come across under the baton of his life-long collaborator David Atherton (27), and even more so by the promise of Prom 33, in which our brightest young conductor Edward Gardner will present some decidedly freaky works by Antheil and John Adams, rounding off with Bartók and the BBC Singers in Stravinsky's Les Noces.

The orchestra for Proms 48-50 will be the West-Eastern Divan, under its founder Daniel Barenboim (right), playing Mendelssohn, Liszt, Wagner, and Beethoven's Fidelio.

Handel's Messiah will be delivered by a wonderful confluence of British talent including our best youth choirs (68). Indian Voices Day (August 16) will balance North Indian classical music and Bollywood; and Yo-Yo Ma's Silk Road Ensemble (75) will carry the torch for central Asia.

Among this year's singers, Matthias Goerne doing Mahler should not be missed; among the pianists, Martha Argerich (60) will, as ever, be the strongest draw.

For information: www.glyndebourne.com; www.bbc.co.uk/proms/2009