Never, never, never. At the opera the audience always applauds the arias and at the end of each act; and I think that if a ballet has several movements (Swan Lake, Nutcracker) everyone claps after each. Also people clap after a solo, duet, triplet, etc does a number.
No, no. It really is distracting and annoying to those who know the work of music really well. Read the program. That's an easy place to check ahead of time so that you can be ready to sit on your hands!
Between the first and second movements: No.
Between the second and third movements: No.
Between the third and fourth movements: No.
After the last movement when the conductor turns to face the audience or signals for the orchestra to stand: Yes.