WORTH NOTING ON TV

* TUESDAY

President's State of the Union address (ABC, CBS, NBC, Fox, CNN, C-Span, some independent stations - check local listings - 9 p.m., EST, to conclusion): The annual speech is especially noteworthy this time, since a Democratic president is facing the first Republican-controlled Congress in more than 40 years. As usual, news analysis will surround the broadcast.

Following the address, a response by the Republicans is scheduled. * WEDNESDAY

Live From Lincoln Center (PBS, 8-10 p.m., EST - check local listings): That rare event on national TV - live music by a major symphony orchestra - happens again in this edition of the worthwhile series. From New York's Avery Fisher Hall, cellist Yo-Yo Ma is soloist in the Dvorak Cello Concerto under Kurt Mazur's baton. The Philharmonic also plays Schumann's Symphony No 3.

During the intermission, two segments of the ``Backstage/Lincoln Center'' feature look at how some of the best of today's cellos were made, and also does a little unabashed teaching in ``Almost Everything You Should Know About the Dvorak Cello Concerto.''

Hugh Downs makes an ideal host for this series.

Great Performances (PBS, 10-11:30 p.m.): In ``The Music of Kurt Weill: September Songs,'' Teresa Stratas, Elvis Costello, Lou Reed, and other stars salute a composer whom pop music fans know best as the creator of ``Mack the Knife,'' ``September Song,'' and other hits.

But the German-born artist was a theatrical revolutionary during his collaboration in Berlin with Bertolt Brecht, which produced such historic stage pieces as ``The Threepenny Opera.'' The social cutting edge of that period was still present after Weill fled the Nazis, came to the United States, and wrote such Broadway hit musicals as ``Knickerbocker Holiday,'' ``One Touch of Venus,'' and ``Lady in the Dark.''

The setting of this special is an abandoned turn-of-the-century warehouse, and the script is suggestive of Brecht's own theatrical style.

Please check local listings for these programs.