WHILE NEW YORK and, Washington stages are suffering depressing, uncreative seasons, the theatrically adventurous thrive in such outpost as Evanston, Ill. and Minneapolis, Minn.

In Evanston, where Northwestern University huddles by Lake Michigan's chilly shores, a 300-seat theater has been offering a London hit that became, last season, an instant Broadway disaster. Now starring Eva Marie Saint, "Duet for One" has been so brilliantly achieved that it's being transferred immediately to off-Broadway's respected Roundabout Theater. (Hollywood also has a version in the works, starring Faye Dunaway.)

Up in Minneapolis, where mid-winter sends the better-heeled burghers flying southwards, a world classic, almost never seen in its entirety, is being done with confident panache in two parts, "Nicholas Nickleby" style. Spectacularly staged, it cost far less than the several millions it would on Broadway, which wouldn't dream of trafficking with such Ibsen anyway. This is the Guthrie Theater production of "Peer Gynt."

Winner of the London critics' best play award two years ago, Tom Kempinski's "Duet for One" concerns a violinist whose career is being destroyed by multiple sclerosis. At her husband's urgings, she consults an analyst, the play's only other character. Among those admiring the London original were film star Saint and her director husband, Jeffrey Hayden. "I'll act that woman one day," vowed Saint. "And I'll direct you in it," responded Hayden.

On Broadway that part went to Anne Bancroft, with Max von Sydow as the psychiatrist and William Friedkin as their director. That trio made the gloomy-sounding drama even gloomier, and no sooner did the notices appear than the production vanished.

Between their TV assignments on the coast, the Haydens kept thinking about Kempinski's play. Then Evanston's North Light Repertory Theater heard of their interest and decided to take a chance.

Kempinski's six scenes form an architectural, balanced whole, each being a short play of itself and each exposing one more facet of the title character, Stephanie.

Journeying through the weekly meetings, Stephanie begins as the assured musician of world renown determined to be of use to her husband's career now that her own has ended. Gradually, her assurance crumbles. Ultimately, Kempinski's subtle writing indicates that she will make peace with her fate. As in life itself, humor will prove this tragic figure's salvation.

Through scores of mercurial insights rooted in wry self-awareness, Saint builds the character so resourcefully that the audience can find empathy for her. This is not a doleful descent; it becomes a gallant, gripping ascent.

The Haydens (he has directed his wife often) clearly see the play not as stygian exercise but as dramatic catharsis. Stephanie is strengthened by her experience and so, too, is her analyst. Played ably in Evanston by Milton Selzer, who has other future engagements, that role has been recast with Lee Richardson, a veteran of Arena Stage and Kennedy Center productions, for the New York engagement beginning Tuesday at the Roundabout. BROUGHT UP to believe that there was something wrong with you if you didn't appreciate "Peer Gynt," I caught a deep, severe inferiority complex from Ibsen's play. I was not alone. Theatrical worthies have confided that they believed "Peer Gynt" was unplayable--not really surprising since Ibsen conceived it as a poem, not a play.

Apart from requiring verse translation of five acts and 38 scenes, the work is a melange of Norwegian folk legends, classical counterparts, comments on l9th-century economics, historical, religious, cultural and philosophical gropings, and complexities of style verging on chaos. The intellectual response usually is that, "It's marvelous but it's too long."

Which--think about it--is an asinine statement.

Liviu Ciulei's crystalline staging reveals a work of imaginative simplicity. The richness of intercultural allusions make length a sine qua non of its dramatic structure. The Guthrie production suggests that most of the traditional compromises, cuts and literal elaborations have merely weakened the whole.

By chance Rolf Fjelde's translation, published by the University of Minnesota Press, appeared before Ciulei announced his production, which, also by chance, happened to coincide with this year's Scandinavian-American celebrations. Fjelde's words have the glorious advantage of clarity. His metrical choices obscure nothing nor do they beat a rhythmic tattoo.

The thrust of the production is gloriously adapted to Ibsen's scheme. Santo Loquasto has designed strong set pieces which suggest the rural simplicities Ibsen described but modern structural forms as well. Stage and setting are wonderfully accommodating to the play's wanderings.

Ciulei's clear vision resolves other traditional pitfalls. The play is in two distinct parts, with Peer first as a roisterous youth and then as a mature, pondering man who roams the world for riches and power. Ciulei breaks both the performance and the title part into two contrasting halves.

The younger, introductory Peer is acted by English-born and -trained Greg Martyn, who is eloquent in expressing the frenzy of youth. With luck he should have a long, commanding career. To Gerry Bamman falls the meatier half of Ibsen's hero, who voices the play's basic theme: "Among men, under the shining sky, they say 'Man, to yourself be true.' Among the trolls, they say 'To yourself be--enough.' " This creation of a double Peer inspires a nice visual touch when the elder Peer's return to his beginnings and Martyn reappears, this time as Peer's son.

From Walter Atamaniuk as the character so elusive to 20th-century audiences, the Button Molder, comes the warning that Peer must be "poured back, melted down, neither good enough for Heaven or bad enough for Hell." There are other notable performances: Gloria Foster's deeply moving Aase; Jossie de Guzman's patient Solveig. But above all this is an ensemble production, even to its ingenious stage effects.

Such a work, longer than "Hamlet," forces many choices on those with the temerity to stage it. Ciulei's approach has been to accentuate the simple over the abstruse. While Ibsen asked Grieg to compose what became his famous score, Ciulei omits it, the period romanticism being at variance with the production's taut design.

"Peer Gynt" will continue at the Guthrie through April l0. I doubt that so worthy a mounting will be achieved for another 50 or so years. Only a major theater and dynamic director could achieve this sort of extravagant, intelligent simplicity. The Guthrie is a far piece away but the journey's well worth it.