A.R. GURNEY JR.'S NEW COMEDY, ``Sweet Sue'' - starring Mary Tyler Moore and Lynn Redgrave - premi`eres tonight at Boston's Wilbur Theatre in a pre-Broadway engagement. The play will continue there through Dec. 21. ABC HAS CANCELLED two late-night entries - the ``Dick Cavett Show'' and ``Jimmy Breslin's People'' - citing lack of interest among local stations. Breslin continues until Dec. 20, Cavett till Dec. 30. LOS ANGELES ART LOVERS have been getting their first look this week at the new wing of the Los Angeles County Museum of Art, home for the institution's 20th-century works. On view in the limestone and glass building: ``The Spiritual in Art: Abstract Painting 1890-1985'' and three other exhibitions. BRUCE SPRINGSTEEN'S new five-record boxed set, ``Bruce Springsteen & the E Street Band Live/1975-85,'' led the pop charts this week, with brisk LP sales and CD sellouts in some cities. THE JETS will be seen in an anti-alcohol video. The super-popular family rock group are the stars of ``Be Smart, Don't Start,'' to be aired early next year. The video, produced by the Children's Television Workshop, is part of a nationwide anti-alcohol campaign aimed at 8- to 12-year-olds. RENATA SCOTTO will stage a new production of ``Madama Butterfly'' in Verona next year. The soprano, who is well known for her interpretation of the Puccini role, will mount the production in the 2,000-year-old, 35,000-seat Roman Arena di Verona July 18. She will also appear in the title role for the final performance.