THERE'S a scene in Edgar Wright's 2004 zombie spoof movie Shaun Of The Dead that all music fans love.

Simon Pegg as Shaun and Nick Frost as his best friend Ed take to the garden of their terraced suburban house to battle a pair of undead interlopers by throwing at them anything that comes to hand. Sharp objects work best, which leads them to the contents of a record box - Shaun's precious collection of vinyl albums. The trouble is, some are too good to use as weapons.

"Purple Rain?" asks Ed, leafing frantically through the discs.

"No," squeals Shaun.

"Sign O' The Times?"

"Definitely not!"

"Batman soundtrack?"

Pause for comic effect.

"Throw it"

Thwack!

Each of those records is by Prince and the scene proves two things about the Minneapolis-born musician. First, that the breadth of his appeal is such that we really can imagine a white, English suburbanite like Shaun baulking at the thought of wasting one of his classic records on a zombie. Secondly, even a bona fide legend occasionally puts out a stinker - and stinkers deserve no mercy. Fans can be fickle as well as faithful, even as their lives are threatened.

To be fair, the man born Prince Rogers Nelson on June 7, 1958 hasn't put out too many duds in a career that spans four decades and more than 20 albums that we know about (more on that later). If he had, the hullabaloo that met his announcement earlier this month of a series of UK dates would have been more muted than it was, the scramble for tickets less frantic, and the triumph/disappointment of the lucky/unlucky punters less palpable. "Didn't get tickets to see Prince in Glasgow," tweeted comedian Susan Calman on May 2, the day they were released. "That Sheena Easton costume will have to stay in the cupboard for a bit longer. Shame."

The Glasgow concert is on Thursday and it's Prince's first in the city since 1995. I was at the last one and if this week's is even half as good, fans at the 12,000-capacity SSE Hydro are in for a truly unforgettable spectacle. Ticket-­sellers Viagogo reported an overwhelming demand for tickets when they went on sale, though at the time of writing there were still some available online. (Susan Calman take note: your Sheena Easton costume may still have an airing.) Despite that, Prince has already added two more dates to the four he initially announced, though the rumours he will headline Glastonbury in June seem to have been scotched by the announcement that Metallica have agreed to fill the final slot. Never mind, there's always next year.

Another reason the UK is going Prince crazy is because of the skilful, teasing way he whetted our appetite for this arena tour. Ever the maverick, the build-up began in the early hours of February 4 when Prince and his new "garage band", all-female rock trio 3RDEYEGIRL, flew into London unannounced. Later that same day they performed new songs to a small group of invited journalists at a rather unusual venue - the East London home of soul singer Lianne La Havas, which had been specially decked out in purple - and around the same time, with Twitter going into rumour overdrive, fans began queuing in the rain outside a former roller disco in Camden.

It was close to midnight before most of them got through the doors. When they did, they found His Majesty on stage in a fur gilet, powering through two hour-long sets that included heavily reworked versions of favourites such as Let's Go Crazy and new songs such as FixUrLifeUp and Funknroll, the closing track on Plectrum Electrum, his forthcoming album (probably, anyway. More on that later too).

But while there's no denying the energy of Prince's stage show, his box office appeal, his skill as a performer or the depth of his back catalogue, the 55-year-old's continuing relevance in 2014 is harder to quantify.

Some will see in any and every modern chart hit something of the template he laid down 30 years ago with his so-called "Minneapolis sound", a blend of rock, funk and pop. Some will hail him as a black musician every bit as deserving of a place in the pantheon as Miles Davis, James Brown, Jimi Hendrix and Michael Jackson. Some will point to the huge influence his music has had on the pioneers of Detroit Techno and Chicago House, still the bedrock of all modern dance music. But others will say: "When did he last have a top 10 hit?" or: "Name his last really good album?" or, more confrontational: "How is he culturally significant?" The answers to the first two questions, by the way, are "1998" and "3121". For the answer to the third, read on.

Put simply, Prince is important because he's the last superstar standing out of a group of stadium-bothering 1980s pop acts that once included Michael Jackson and Madonna. He's important because through a carefully judged tightrope act, he has courted both white and black audiences - and in America that isn't easy. He's important because he can still delight, bamboozle, shock and offend. And he's important because in his tight control of his image, his music, his collaborators and even his place of residence - he still lives in Minneapolis, in the massive studio complex called Paisley Park - he has laid down a set of directions that Pharrell Williams, Beyoncé, Adele and the rest are only too happy to try to follow. For that he is worshipped, which makes him an icon.

It's certainly true, however, that Prince hasn't been particularly visible in recent years - in part because he has joined many other top pop and rock acts in trying to figure out how best to cope with the download era and, in truth, he hasn't always made a terribly good fist of it.

For a decade or so from the mid-1990s, when he had his highly publicised falling out with label Warner Bros and renounced the stage name Prince, he mostly released albums on his own NPG label. One album, 2004's Musicology, was given away free with concert tickets, which did at least send it into the top 10. Another, 2009's Lotusflower, he sold through a subscription website, one of several he set up to try to tap into his fan base directly.

Ahead of his last UK appearance - a three-week stint at London's O2 arena in 2007, playing to 20,000 people a night - he gave his Planet Earth album away free with copies of a newspaper. Luckily it didn't contain a song like 1992's Sexy MF or P Control, the opening track from 1995 album The Gold Experience.

Oh yes, sex. That's another reason Prince still matters. "Women not girls, rule my world," he sings on Kiss, one of his biggest hits. He isn't lying. In his lyrics he reveals an unabashed carnality that few artists can match, even today. Leonard Cohen is probably the only other significant musician in the rock era to have written so extensively about sex but where his lovers drink tea and eat oranges, or come and go in famous blue raincoats, Prince's paramours are cut from a different cloth.

In Darling Nikki, for instance, he encounters the girl of the title in a hotel lobby. Then it's back to hers for fun before Prince wakes and stumbles out of her boudoir past the phone number she's left for him on the stairs.

In one of his most celebrated stage moves, meanwhile, he would slide between singer Cat Glover's legs and rip off her skirt with his teeth. It's easy, then, to see why British critic Ian Penman once described him as part nightingale, part "vulgar pierrot": it's the impish trickster in him which provides the sexual mischief, the nightingale that gives us its opposite - tender love songs like When Doves Cry.

For an article in Spin magazine in 2003, rock critic Chuck Klosterman watched music channel VH1 for 24 hours non-stop and came to his own conclusions about Prince and sex. At one point he sees the video for Raspberry Beret, "the best Prince song ever recorded". It's followed by The Bangles' Manic Monday, "the best Prince song ever recorded by somebody else" and given by Prince to the all-girl band in the hope (Klosterman claims) that lead singer Susanna Hoffs would sleep with him.

"If I were Prince, that's all I would ever do," he continues. "I'd write airtight singles for every female musician I ever met. As far as I can tell, the reason you write great songs is to become a rock star, and the reason you become a rock star is to have sex with beautiful, famous women. Why not cut out the middleman? Prince is a genius." Well, it's a theory.

Twice married, Prince has been linked to a seemingly endless list of actresses and celebrities. In a recent interview with Mojo conducted at midnight on what the monthly music magazine calls his "Caribbean island hideaway", he appeared dressed in a white turban and white kaftan accompanied by "a petite, hypnotically beautiful Latino woman".

But more interesting is the fact that he has always surrounded himself with female musicians too, from early collaborators such as Sheila E and Cat Glover to current band 3RDEYEGIRL. In 1987, he teamed up with Bellshill-born singer Sheena Easton for U Got The Look, a No 2 single in the US that spent six weeks in the charts.

It's no surprise either that many of the songs he has written for other people have been for women, or that it's a woman who has had the greatest success with a song he didn't actually write for her - Nothing Compares 2 U, a heart-breaking love song that proved a worldwide smash for Sinead O'Connor in 1990 though it was originally written for The Family, a Prince side project. Prince even has a female alter-ego, Camille, who recorded a self-titled 1986 album, one of dozens that remain unreleased and locked in Prince's Minneapolis vault. No longer under lock and key, however, is the back catalogue of classic Prince albums we do know about. Although he once wrote "Slave" on his face at an award ceremony in protest at his treatment by Warner Bros, he recently returned to the label. By doing so he regains ownership of works like 1999, Controversy and Purple Rain - essentially everything he recorded from the late 1970s until he split with the label in 1996.

"Warner Bros Records and Eye are quite pleased with the results of the negotiations and look forward to a fruitful working relationship," he said in a statement which was as typically enigmatic as it was grammatically inventive. He also said there was a brand-new studio album on the way, presumed to be Plectrum Electrum, though with Prince you can never tell. Wrong-footing fans and critics has been another constant in his long career.

He has revealed, however, that Sheena Easton isn't the only Scottish act he likes. He told Mojo that one track on Plectrum Electrum was recorded "in Bryan Ferry's studio in London after a night of partying for which the Cocteau Twins was the soundtrack" and that the harmonies of the band from Grangemouth put him in a "dreamlike state".

The Warner deal is complicated but it's timely: this year is the 30th anniversary of Purple Rain, the album that contains When Doves Cry, Let's Go Crazy and the famous title track, and a deluxe edition is set for re-release.

After that, expect wave after wave of exquisitely packaged re-issues as old songs and new songs work in tandem to remind us what a towering talent Prince is - all five feet two of him. Before then, there's a concert to catch for those of you with tickets - a chance to hear the nightingale sing and see the vulgar pierrot strut his funky stuff. And with a vinyl edition of Plectrum Electrum promised too, there's even something to throw at the undead should the zombie apocalypse come to pass. Or maybe not: chances are this one won't be a stinker.