Baroque composers treated their relatively new found sense of keys rather tentatively. Having established a home key at the beginning of a piece, they’d make brief, episodic forays into other related key areas but constantly return to their established tonal centre. Individual movements weren’t of any great length and favoured forms like the dance suite or concerto, such as the Purcell Rondeau and Corelli concerto below .
The sonata started out simply as a description of a purely instrumental work, as opposed to the vocal cantata. But eventually the term became associated with a means of laying out music in a particular way, in other words a form.
(This may come under the heading of preaching to the converted, but…)
Majorly dependent on key and harmony, the sonata form is simplicity itself: two themes (or groups of themes) are played one after another, each in a different key, the first theme being in the home key of the work [= Exposition]; the composer then elaborates on these themes, frequently putting them through several key changes [= Development]; finally, back comes the exposition material, but with vital difference that now both themes – or groups of themes – are in the same, home key [= Recapitulation].
Unlike the baroque dances and concertos, much of the drama of this form comes from the tension generated by the two competing harmonic areas of the exposition, followed by the turbulence of development and the eventual relaxation of the recap. As a form, it’s very adaptable and capable of supporting such huge musical edifices as the late nineteenth century symphony!
An example: the first movement of Haydn’s last (104th) symphony. Haydn establishes his key centre (d) with a slow introduction in the minor mode.; then comes the Allegro in the major key. Emphasising the importance of key and harmony , the movement is monothematic, which is to say when we arrive at the new key (A) for the supposed second theme (figure 2 in the score, at 3′ 20″), Haydn – relying on the novelty of harmony and key rather than melody – simply repeats the opening Allegro’s theme in the new key!
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The Art of Listening 