I've never actually been to the Shaw Festival, though I have heard many fantastic things about it. I love Niagara-on-the-Lake, though, it's beautiful there. Other local things that I enjoy are the Shakespeare productions up in Stratford. I haven't been in a long time, I think the last I saw up there was Taming of the Shrew, but that's always a good time too.
I do recommend seeing the HBO version of Angels in America. I didn't think that it would be as good either, but the cinematography was amazing. Something that you don't get on the stage. And Meryl Streep was dead-on as Ethel Rosenburg. I've looked at pictures since... and the costume/make-up people did an amazing job.

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I see your fantasy... you want to make it a reality

Are you in the mood to be subdued

You see these shackles
Baby I’m your slave
I’ll let you whip me if I misbehave

Tie me to the bedpost

I like it rough
cause I'd rather feel pain than nothing at all