Now, for some really big improvements. Your original program was 97 characters:
n=lambda l,r=range:next(x for x in r(10**6)if(x==int(`x`[::-1]))&all(x%d for d in r(2,x))and x>l)
With the improvements below, you could get to 90 characters:
n=lambda l,r=range:min(x for x in r(l+1,10**6)if(`x`==`x`[::-1])&all(x%d for d in r(2,x)))
With a trick to eliminate the parentheses around the palindrome checking statement, you can get to 87:
n=lambda l,r=range:min(x for x in r(l+1,10**4)if`x`==`x`[::-1]*all(x%d for d in r(2,x)))
However, I have a solution in 80 characters. To get it, focus on changing the big picture, not the individual components. Rethink your most basic choices in getting to this point. Why a lambda? Why a min of a filtered range? There may be a better way.
int() in the palindrome comparison is a lot of characters - can you see a shorter way to turn
into the same type?
and x>l bit at the end is a lot of characters. Is there a way we could shorten it? Eliminate the need for it by changing something else?
next the right function for the job? Remember, this is code golf, runtime is irrelevant.
The prime checking function looks spot on, though.
Also, and this is merely aesthetic, I don't like aliasing functions, the way you are doing with range, when it doesn't save any characters, as in this case.