Programming sometimes seems to be a lost art these days; the run-of-the-mill concert slaps together one crowd pleaser, one modern work, and one obscurity with little regard for how they fit together. But Daniel Barenboim and the Chicago Symphony Orchestra have come up with a clever theme for this weekend's Orchestra Hall concerts: "The Shakespearean Muse" will combine Tchaikovsky's Romeo and Juliet, Berlioz's The Death of Cleopatra, and Elgar's "symphonic study" Falstaff. The least-known of these (and a CSO premiere) is also the most interesting: The Death of Cleopatra. A scene lyrique in five movements, it calls for a dramatic voice, to be supplied by mezzo-soprano Waltraud Meier. Written in 1829, when the composer was 26, it displays Berlioz's gifts for haunting harmonies and superb vocal writing. Preconcert discussions start 90 minutes before curtain at each performance. Friday and Saturday, 8 PM, and Tuesday, 7:30 PM, Orchestra Hall, 220 S. Michigan; 435-6666.