Just this week alone, he has played three totally different gigs.

On Sunday, he was at New York's Jewish museum playing his original solo guitar score for filmmaker Slawomir Grunberg's new documentary Paint What You Remember about the 92-year-old painter Mayer July.

Then on Monday, also in New York, he performed the music of Tom Waits at the launch party of Barney Hoskyn's new book Lowside of the Road: A Life of Tom Waits.

He followed this a day later by playing the music of John Lennon to celebrate the 40th anniversary of John and Yoko's infamous Montreal Bed-in.

At the end of the month he teams up with Dean Bowman for a concert in Brooklyn of spiritual roots music and he will also appear next month in Amsterdam and Malaga performing more of his original film scores.

And before that guitarist Gary is appearing in London tomorrow at the Jazz Café.

There is no secret to how he has constantly performed at the top level for more than 30 years.

"The trick is to stay active and fresh. I am constantly reinventing myself," New York-born Gary said.

Gary, who was raised in Syracuse, New York, and now lives in Greenwich Village, had seriously considered becoming a rabbi.

But that was before he discovered music and found it hard to reconcile the two.

He recalled: "I came from a family of Reform Jews and we lit the Shabbat candles every Friday night and I went to Hebrew school every Sunday.

"I read Hebrew pretty well, too."

But Gary, who is in his forties, revealed his life changed when his father Murray asked him if he would like to learn the guitar.

He said: "He arranged lessons for me, but I was terrible - I just could not apply myself.

"My dad went to Mexico and bought me a Spanish guitar - and I resumed playing, using that."

Unfortunately, Gary's father died on the first night of Pesach last month.

He explained: "I was at a seder and dad had not been well for a while.

"Before the news even came through, I felt an overwhelming sadness."

Gary still practises Judaism and attends shul on the high holy days.

He is so proud of his religion that in November 1988, on the 40th anniversary of Kristallnacht, he performed his composition Verklärte Kristallnacht - at the Berlin Jazz Festival.

The song juxtaposes the Hatikvah, together with the German national anthem, amid wild electronic shrieks and noise.

He recalled: "I really thought the German people would be aghast, but they were absorbed, and I received a healthy ovation.

"Berlin's daily newspaper even wrote that I was a hero for doing it. I thought of it as a call of attention to the Holocaust and to my Jewish roots."

Gary also alluded to his grandparent's roots in the Polish town of Jedwabne when he wrote the score to Slawomir Grunberg's documentary The Legacy of Jedwabne.

His father's family came from Bohemia, in today's Czech Republic.

Gary's future musical mentor, Captain Beefheart, first came into his life while he was reading English at Yale University, where he was also the college's resident DJ.

He said: "Captain Beefheart had a totally fresh taste on electric rock.

"He arranged his music so differently and the guitar parts were insane.

"I arranged an interview with him for the college station and he was really nice - he became a father figure to me."

From being a huge Beefheart fan, Gary eventually became his manager and even performed on stage during the 1980/81 tours, where he recited a poem or performed a solo guitar piece.

He later appeared on two Beefheart albums, before parting ways in 1984.

Gary revealed: "He is a very tempestuous and mercurial guy - he falls in and out with people.

"It used to bother me with people asking me about him all the time, but if it brings them into my music, then great."

But before he went on tour with him, Gary took a two-year sojourn in Taipai, Taiwan.

He remembered: "I had met a 56-year-old lady who I fell in love with - but my parents hated it.

"My dad was setting up a business in Taiwan. My maternal uncle lived there, he owned bowling alleys and promoted rock shows.

"I remember the first thing I did when I got there was tune into the English-language American armed forces radio station and who was playing? Captain Beefheart.

"The DJ also said Tim Buckley had overdosed and died."

Gary's involvement with Buckley's son Jeff came later in his career.

Gary had an affair with a Chinese film star called Ling, who later became his wife.

But he had to leave Taiwan when a fracas broke out in a club and all foreigners were warned that they had to leave.

Gary took the American embassy's advice and went home, sneaking Ling into America and they married in San Francisco. But they later split.

Gary has collaborated with an eclectic plethora of musicians, including the likes of Bryan Ferry, Patti Smith, Iggy Pop, Lou Reed and Nick Cave.

His work with the late Jeff Buckley remains perhaps among his most monumental work.

The title song of Buckley's classic debut album Grace and the first track Mojo Pin were co-written by Gary, who also played on both tracks.

Both were originally in Lucas' band Gods and Monsters songbook of 1991-92.

Paying tribute to Buckley, who died tragically in 1997 aged 30, said: "Jeff was a very sensitive guy, shy and modest, but a sweetheart too.

"He was the most brilliant and intuitive musician I have ever met.

"Jeff would come to me with the perfect melody and lyrics - he was a genius.

"When he died, a light had gone out in the world, a rare one which is irreplaceable."

Early collaborations can be heard on the Buckley and Lucas album Songs to No One, which had sales of around 100,000.

Gary's solo albums have been musically diverse, featuring everything from Chinese pop, blues, Indian music and Jewish music.

He added: "I would describe my music to someone who hasn't listened to it before as being full of surprises.

"It is incredibly fresh guitar music for the curious and bored and it is direct from the heart.

"I do not subscribe to formats and I do not like to be boxed in.

"I am always looking for new ways of writing songs so they are not trite - I like every hook to sound different."

He has recently collaborated on an album, RISHTE, with Indian Muslim vocalist Najma Akhtat.

The album combines rock, blues, folk and raga and is out next month.

Gary continued: "It is as good as anything I have worked on.

"Here we have a Muslim singer and a Jewish guitarist, it breaks down ethnic and religious tension. The future is co-operation."

He spent two weeks in the UK working on the album and is no stranger to these shores.

His wife Caroline (nee Sinclair), who he met in New York in 1982 and married two years later, is from Hendon, north London.

And he has played at numerous British venues, including the Glastonbury Festival and London's Shepherd's Bush Empire.

A confirmed supporter of Israel, he recently played a tribute gig to Jeff Buckley at Paris' Hard Rock Café with Israeli artist Ninet Tayeb.

And despite his adherence to the Jewish state, Gary believes he can still be critical of it.

He said: "They need to make peace with the Arabs and I do think it is achievable.

"Israel has made mistakes, but one does not like to think of them as the aggressors.

"What really annoys me is the trend of boycotting Israeli products and institutions over the last few years.

"Israel is one of the freest countries in the world and it is the height of hypocrisy to boycott it."

He admits he has encountered anti-Zionist prejudice while on tour in Europe.

Gary wrote the original solo guitar score for the film The Golem, which he has played live numerous times.

But an Italian journalist asked him if he saw The Golem as a metaphor for an out-of-control Israel.

Gary responded: "I was astonished, it was a loaded and provocative question.

"Unfortunately, a lot of people have an ideological slant that is anti-Israel."

Gary's all-time hero is Bob Dylan and he sees the American legend's mantra of always staying true to himself applicable to him.

He added: "It was not always easy for him and it is not for me.

"I am not palatable to the mainstream - I do not ascribe to being Madonna."