Now, the Divine Miss M is packing up her feathers, fans and sequins and heading to Las Vegas! She is taking the stage for almost 200 live performances of her new show, The Showgirl Must Go On at Caesar's Palace. "I had never seen the theater, and I had no idea what I was getting myself into," she says. Once she arrived, Bette says she thought it was gorgeous—and tiny! "After 15,000 people a night, 4,500 seems quite intimate," she says.