Plot: The stars of Shaun of the Dead and new movie Hot Fuzz, Simon Pegg and Nick Frost talk about gun-slinging action movies, and the show goes on the road with new rave pioneers, the Klaxons. Andrew Graham-Dixon reviews Citizens and Kings: Portraits in the Age of Revolution, 1760-1830, the new exhibition at the Royal Academy, and Bat for Lashes play live in the studio