Maybe a musical about the dying days of vaudeville doesn’t sound cool. But under the taut direction of Sam Mendes, “Gypsy” seems fresh. It remains the quintessential story about chasing big dreams (“American Idol,” anyone?), hiding your hurt, longing for home. Besides the terrific Peters, the cast, including Tammy Blanchard as Gypsy, are all good. But the biggest stars are still the powerful book (Arthur Laurents), the winsome lyrics (Stephen Sondheim) and the magical score (Jule Styne). Hey, it’s not called a classic for nothing.