Archie Shepp, Summerhall

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Chaz Royal's Sexy Circus Sideshow, Assembly George Square

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Auntie Myra's Fun Show, Voodoo Rooms

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Robert Burns: A Life in Words And Song, Captain's Bar

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Opportunities to hear Archie Shepp in Scotland have been rare over the years. I can only think of one previous visit, circa 1982, by the erstwhile avant-garde firebrand. So this duo performance, with the very capable pianist Tom McClung in association with Shepp's contribution to Jean Pierre Muller's impressive Seven By Seven exhibition at Summerhall, was an early Fringe bonus.

At 75 Shepp wouldn't be expected to present the fire and fury of his youth. The two sets here found him celebrating the jazz tradition, with two Duke Ellington items and one by McClung that encapsulated both Thelonious Monk's angularity and Sonny Rollins's calypso style, as much as Shepp's own back catalogue. They included a tenderly affecting tenor saxophone reading of Memories, a song by Soft Machine bassist Hugh Hopper that's most associated with Robert Wyatt – a fellow contributor to Seven By Seven, who was in the audience – but once recorded by Shepp, Bill Laswell and Whitney Houston.

If Shepp's soprano saxophone playing can get a little squeaky these days, his tenor playing still possesses a satisfyingly warm tone and a strong, bluesy expressivity. Like the beboppers of old, he likes to slip in quotes from other tunes into his improvisations, adding – not inappropriately – Swinging On A Star to his variations on Don't Get Around Much Anymore and sneaking back into his own Driving Miss Daisy via a few mischievous bars of Blue Monk. His singing, which featured quite a lot, won't be to everyone's taste but I rather liked his Bobby Bland-like rasp on Trippin', and his "spoody-doo" scatting on Steam, despite the song's dark history, had a certain jolly charm.

Audience participation is a fact of life in Fringe cabaret, so if you're squeamish and female you might like to make yourself invisible, if you can, at Chaz Royal's late-night capers. Nobody fainted but there were a few nervous moments as the distaff side of the audience – we men got off lightly – were invited to hammer five-inch nails where five-inch nails really shouldn't go and to append playing cards to various parts of the chief trickster and master of ceremonies' hapless assistant's anatomy. With a staple gun.

While you're pondering these delights, you might like also to consider the more artistic elements of an hour that's entertaining, raucous and features not a little naked flesh. The best bits included an accordion and voice version of Sex Bomb by the cadaver-like and rather underused Joe Black, whose demeanour and musical approach owe something to the tradition of the Tiger Lilies' Martin Jacques, and the third striptease artiste who managed to get down to just a few modesty-protecting items while spinning a fiery hula hoop from her head down to her toes.

There were longueurs on opening night and the MC's Tourettes-style enjoyment of his own jokes can get a bit wearing but the skill factor and general level of fun make this a decent round midnight tenner's worth. Until August 26.

With a name like Myra Dubois – allegedly – we can only wonder at the charmed existence the host of this show enjoyed growing up in Rotherham. Ms Dubois comes on like the unlikely lovechild of Lily Savage and Tommy Cooper with a good line in put-upon wit and tricks that, like Cooper's, sometimes don't quite reach the rehearsed conclusion. A recurring theme is that this show has a children's version and Dubois uses this blatant subterfuge rather well to deliver the adult jokes that wouldn't, perish the thought, feature when she's entertaining the kids. Her sword swallowing act and a ventriloquist's dummy who has lost his voice are the source of further mirth, and her game of pass the parcel – oh yes, you will join in – engenders suspicion and laughs in roughly equal measure. Possibly best experienced in the company of friends with a few drinks beforehand, but overall it lives up to the promise in its title. Until August 26.

Robert Burns would possibly have been familiar with a lock-in in a pub and that's essentially what you get at the Captain's Bar. Allan Foster does a fair job of narrating the poet's story and putting Burns's Edinburgh days into a – sometimes very – local context, although a more consistent correlation between the words and the upcoming songs might make the presentation flow better. The songs themselves, including Ae Fond Kiss and Scots Wha Hae, are delivered to pub session/folk club floor spot standard and may benefit from the presentation's repeated performances. Until August 25.