it depends what movement, but usually clapping between movements isn't in the music's best interest. it used to be customary to clap after first movements, even earlier it used to be customary to clap after any movement you really liked, and ocassionally encore it! at least in the premeire. I know it happened in several premiere's in the early 19th century. I think people should clap after the 1st movement of Mahler's 2nd. he requested a break of at least 5 minutes between the 1st and snd movements, because of their extremely different character, so clapping seems to fulfill that need.