I've been mildly obsessed with Sibelius' Symphony No. 5 lately, partly due to rereading Alex Ross's The Rest is Noise, a book which I'm having a class read and which has a wonderful chapter on Sibelius. I came across this video of a performance in which a J.M.W. Turner painting (I think it's Turner) is slowly unveiled behind the stage at the first big climax (about 2:25 into the video). Although I think music should certainly be given a chance to speak for itself as a general rule, I find this quite effective. It does a good job of cuing the listener to the magnificence of the moment without being so visually engaging that the music becomes mere soundtrack.
If you don't know this inspiring work, be sure to stick around for the stunning conclusion.
See also: Seeing Music & Music as Image/Image as Music
P.S. I should add that it's not 100% clear whether or not the Turner image was just added to the video post-performance, but I suspect audiences would enjoy this kind of thing live.