The testing grounds of painters, when they are trying out new materials to see how they dry, or how stuff sits on a surface, can sometimes look like works of art. Reynolds’ 'Studio Experiments with Colour and Media' has an almost carefree abandon, covered in daubs and drips and scribbled notes, all in a fresh and unselfconscious rhythm. In my Collections Gallery Cabinet display, this work hangs opposite a palette that was owned by Constable – I’m intrigued by how expressive the palettes of different artists are. They're not intended as paintings, but they hold the same colour range, with the same mixing-thoughts, and always reveal a personal and unaffected touch. They are wonderfully un-arty.

In these days of emails, I miss receiving hand-written letters – especially the occasional one with a drawing embedded in the text. This letter from Sonia Lawson RA to her friend Carel Weight RA has the addition of a beautiful portrait of her daughter Zoe. I love how the sideways gaze has been caught, and the outstretched arm with the cupped hand, and the way the sleeve curls itself into place – all in just a few quickly drawn lines.

This artist was new to me. The RA Collection holds hundreds of his great drawings, sketches and studies, which I was so pleased to discover. I am more interested in these works on paper than in the finished oil paintings of the period, though I've learnt that George Clausen RA was an accomplished colourist, an early British Impressionist who knew how to construct light. There are many studies of this figure, all of them lively and endearing; we can track the artist’s search for the twist and tilt of the boy’s forward movement as he appears through the gap in the hedge.

I don’t know why a back view makes some portraits so fascinating – perhaps the intimacy of the image. In this case it’s a record of two artists working together, each absorbed in getting things right. It’s beautifully succinct, that left hand clutching a bunch of brushes.

The RA Collection holds many sheets of carefully observed studies of the natural world by this artist, Philip Reinagle RA. I particularly like his birds and shells, especially this one ('A bright pink and white shell') with the lovely combination of honest, straightforward recording and a gentle, tender touch.

Here, John Constable RA was meticulously recording quickly changing weather conditions, so he had to get the paint down fast. I doubt he was thinking about making great art. I count all of his oil studies among my favourite paintings, so to be allowed to select my top five for my Collections Gallery Cabinet display was thrilling. This is one of my most loved paintings, ever. No words…

Gilbert’s fluent drawings of his patch of Blackheath in South London were new to me, though I recognised many of the locations as I live in nearby Greenwich. This particular work led me to a grim and gripping bit of history because of the poster on the Blackheath hoarding – "The Revictualing of Paris, 1871". I knew no details of Prussia's siege of Paris during the 1870-71 war, nor the role that Britain played in sending supplies to relieve the starvation.

I prefer David Wilkie RA's terrific drawings and studies to his finished paintings. There were many of his quick sketches I wanted to include, but this is my favourite. The wild dancing of the figure on the far left made me laugh as soon as I saw it – he reminds me of someone I used to know.