Anthony Newley's dual talent as singer and songwriter--a common enough combination in rock--made him a rarity in the musical theater of the 1960s. As coauthor (with Leslie Bricusse) and star of two of that decade's finest shows--Stop the World, I Want to Get Off and The Roar of the Greasepaint, the Smell of the Crowd--Newley introduced such heart-on-the-sleeve hits as "What Kind of Fool Am I," "Who Can I Turn To, and "Once In a Lifetime." The conflictlng self-doubt, self-pity, and self-aggrandizement embodied in those songs are still present in his stage act today, lending an almost surreal quality to his performance. Where other big-voiced Brits like Tom Jones and Shirley Bassey thrust themselves on their audience, Newley projects a bittersweet, almost diffident air--he's Littlechap, the sad music-hall clown adrift in the glossy supper clubs of the 1980s. But he's still an artful dodger; his singing is distinctively listenable, with its long, plummy phrasing and affecting blend of music and speech, and he still turns out some quirkily beautiful material, such as "Sarah's Song," a middle-aged man's rueful reminiscence of an affair with a teenage ballerina. Newley's not for all tastes, and his best days are behind him, but he is one of a kind. Tonight through Sunday, Moulin Rouge, 200 N. Columbus; 565-7440.