Standup comedian in saddle shoes. Robert Klein furthers comic ado on Broadway The Robert Klein Show! Written and conceived by Mr. Klein. Musical director Bob Stein.

``The Robert Klein Show!'' has arrived at the Circle in the Square on Broadway for a welcome 17 performances. Mr. Klein isn't the kind of stand-up comic who merely stands up. He is restlessly on the move, pacing to and fro, ranging the stage like a score-hungry football coach. The cabaret-style entertainment itself travels the comic's terrain of the real and surreal, mixing personal history with figments of fantasy. Mr. Klein calls attention to his 12-year-old saddle shoes and mentions his exercise bike (``with half a mile on it''). He relates a gastronomic misadventure in darkest mid-America when well-meaning WASPs served him their notion of a kosher meal.

With his special pop-sophisticated recipe, the entertainer mixes George C. Scott with George Bernard Shaw in ``Elms and the Man.'' He asks: ``What is ado and why shouldn't there be any further of it?'' He plays the harmonica and demonstrates his quick-change artistry with voices and accents. He mocks TV commercials and sings a song or three, including a paean to his native Bronx, in a mock rock baritone. And so forth and so on, all in the cause of furthering comic ado.

``The Robert Klein Show!'' opens with Kenny Rankin, a singer-guitarist-composer of astonishing vocalism and distinctive strumming style. Klein and Rankin and the accompanying Bob Stein musical group continue at the Circle Rep through Jan. 11 -- exclamation point and all.