For the full-on glamour gala, head for the Lido. Headdresses and high heels are of such dimensions that the dancers can’t really do much dancing, but you’re probably not coming here for prima ballerina turns. The new show, conceived by Franco Dragone of Cirque du Soleil fame, includes 600 costumes, 20 sets, and of course, the famed Bluebell Girls. Unlike some of the other cabarets, the music is live here, and the food is of a higher caliber. There are a few lunch time shows.