ARABIAN NIGHTS Sheherazade has to come up with something pretty special to save herself from a certain death at the hands of nasty Shahriyar. So each night she weaves a beguiling story to keep her captor intrigued - and save her own neck. Puppets, props, storytelling and music bring these colourful and compulsive tales to life. Jacksons Lane Children's Theatre, Archway Road, N6 (020-8341 4421), Sat 27 Sep, 11am and 2pm, £4.50. Watermans, High Street, Brentford (020-8232 1010), Sun 28 Sep, 3pm, £6, child £4.