My favourite for quite a while has been Die Maldau from Ma Vlast by Bedrich Smetana. Other favourites include Beethoven's Violin Concerto in D Min (also sounds awesome on bass), Mars from the Planets, The Peer Gynt suite by Elgar(?) and Orff's Carmina Burana. Also Pagannini's caprices are great practise pieces for electric guitarists, just check out what players like Steve Vai have done with them.

Also i agree Jerusalem would be better than God save the Queen.

BTW, thanks, this thread has just reminded me to check when the programme for this years Proms is out and it turns out its just come out. Better go see what i fancy going to see this year.