or my favourite approach(kissin has used this frequently, and hamelin played it for me at his last recital here) is the profound and colossal insane way of opening-with the bach-busoni d minor chaconne.
isn't a baroque or classical piece usually played in the beggining of a programme? how about, say, the chromatic fantasy and fugue, or a mozart sonata (k576) or the e major haydn sonata hob 16/31? then one could progress to beethoven and the romantics. that's probably how i would go about it (if i ever got the chance)
Is this a crazy idea? Open the concert with the Etude in F by Alkan, "Allegro Barbaro", and then open the second half after the intermission with Bartok's "Allegro Barbaro.