THIS WEEK, THE PLAY `SHEAR MADNESS' became the longest-running nonmusical play in American theater history, with 3,225 consecutive performances. The comical murder mystery broke the record set by Broadway's ``Life With Father'' that stood for 40 years. The play, originating at Boston's Charles Playhouse, has had offshoot productions in Chicago, St. Louis, Philadelphia, and Washington. BRUCE WELLS OF THE BOSTON BALLET has announced he will leave the company next June. Wells joined the ballet in 1979 and is currently associate artistic director. Among his works are ``La Fille Mal Gard'ee,'' ``Imperial Dances,'' and ``Tales of Hans Christian Andersen,'' co-choreographed with artistic director Bruce Marks. SINGERS DARYL HALL AND JOHN OATES are together again on a new recording project. An album will be released early next year, featuring nearly an entirely new band.