Blues sets in nightclubs used to be full-fledged revues, anchored by personable vocalists who doubled as emcees and often also served as bandleaders. These personalities, modeled after the charismatic stars who ran the shows at New York's Apollo Theatre, combined elegance with an easygoing, down-home informality--every performance was a fusion of bluesy camaraderie and uptown panache. Howard Scott, with his resonant baritone and lanky good looks, is one of the few bluesmen in Chicago to carry on in this tradition. Scott is more than just a smooth operator, however: fronting a tight aggregation of versatile musicians, he puts on a show that swings, shuffles, boogies, and struts through a dizzying smorgasbord of blues, R & B, and soul. An added treat these days is his bevy of guest vocalists; for this show he's got Sharon Clark, a soulful crooner with both power and finesse who's just beginning to make her mark locally. Also on the Friday-Saturday bill is Kid Dynamite, the diminutive dynamo whose acrobatic dance moves and high-tenor scream have made him a cult figure among hard-core Chicago blues fans. Friday and Saturday, Blue Chicago, 937 N. State; 642-6261. Wednesday, Blue Chicago on Clark, 536 N. Clark; 661-0100.