Herman's Hermit

Spalding Gray doesn't like TV — he doesn't even get cable — so he frequents a video store in Sag Harbor, N.Y., where the shark's mouth return slot is as much a draw as the tapes. The monologuist (Gray's Anatomy, new to tape, is his latest) has his esoteric side, to be sure. But a perennial choice in the Gray household — which includes his wife, Kathie, and kids Marissa, 11; Forrest, 5; and Theo, 9 months — is Pee-wee Herman's best movie, Pee-wee's Big Adventure (1985, Warner). ''I never laugh at sophisticated humor,'' Gray says. ''It takes enormous amounts of simplistic childhood regression to entertain me. There is something so surreally delightful and obsessive about that movie. I keep coming back to it.''