One of my favourite magic teachers, Eugene Burger, says that good magicians are created one effect at a time. That's one effect, scripted and rehearsed both with audio and video tape so that it exists as a finished work of theatre, however short. I totally agree that this is the way to go, but in five years of creating and trying to improve my magic, somehow I haven't done it. My excuse is that as a jobbing performer, doing the weddings, corporate gigs, Xmas parties and street festivals, my time is spent gigging, packing/unpacking, maintaining costumes, worrying about not having work or panicking because I have too much. So it seemed that the only thing to do was to take a financial gamble on supporting myself without gigs for three months and to go take a flying leap into Las Vegas, land of the successful and accomplished magi, get my head down and polish, rehearse and perform...

Funny really. It happens that the weekend I arrive is the very weekend that Jeff McBride and Eugene Burger are having a magic masterclass in Jeff's Magic Centre, which is also home to the Wonderdome Theatre. Jeff McBride is a major magic performer and teacher and has also been my magic mentor for the past five years. He watches my act and points out the bits that aren't working: Finish the end of your sentences... You're showing a finger break on those cards... Punctuate the applause points... Use a yellow feather rather than purple, it shows up more... etc.

The act I'm working on is called Sequins and Loincloths and was directed and jointly devised by Sarah Brignall and myself. Sarah trained at Lecoq for two years, has worked with companies such as The Right Size, Told by an Idiot and Rejects Revenge before performing her own work at Edinburgh and around the world. We spent a year carving a twenty-minute piece out of my eight notebooks of ideas and frustrated attempts at magic and it turned out to be a comedy piece, much to my surprise. In it, the 'Diva of Magic' (magical equivalent of Barbara Streisand and Glenn Close) arrives to perform in Las Vegas straight from playing the London Palladium. Airport security have had an issue with her suitcase of pyrotechnics... and she arrives with most of her show having been destroyed in a controlled explosion, with a deceased wardrobe mistress and Simon the sound man just out of intensive care. It's very much in the European tradition of clowning and my American teachers are dubious. But they go with it and at the end of the weekend, McBride asks, 'Romany, do you reckon you could perform your own show here in April?' (Ten weeks away.)

I gulp and reply, 'OK'.

'That's settled then. Don't worry, I'll help you out.'

Oh good. Oh bloody hell. But if the prospect of performing magic in front of the world's finest magicians doesn't get me to practise and rehearse, nothing will.

So I spend the next ten weeks mostly in my room trying out new material in front of the video or mini-disk. There's the technical part to master – it's not just the presentation but the actual skill which must be thought-free too. Eugene says, ‘Thinking kills magic.’ He's right, it's got to be as effortless as the ballerina's leap or the thinking will signal to the audience the technique behind the deception and break the suspension of disbelief. I find mastering the sleight of hand the hardest thing. Writing stories, creating costumes – easy. Mastering that nifty-grifty sneaky move – aaaagh, not. So I sit in my room, ignoring the Vegas sunshine outside, fiddling over and over with bits of cotton, with paper clips, with appearing flowers – that don't appear... Bugger... back to the drawing board...

Weeks pass. I'm enjoying myself, getting into a routine of fitness at the gym, rehearsal, devising in my room and meeting up with the other Vegas artists and magicians... Then suddenly there's only one week left. I ring Jeff, who I'm presuming will do the headlining spot on the Wednesday before the Saturday show. He's just arrived back from Singapore.

‘Jeff, you are going to do the show, aren't you?'

‘Sorry, Romany, I don't know yet.'

Ah. Now I'm missing a twenty-minute headlining chunk of the show. But there's nothing to be done but to get down to serious and panicky final rehearsal.

Thursday afternoon. The phone rings. It's Jeff.

‘Hey, Romany, I can do your show.'

'Great. Can you headline and do the final 20 minutes?'

‘No, I'll do an opening 10 minutes and you're headlining.’

Oh God. But I have a sneaky feeling that that was what I wanted all along...

Friday and a dress run. It's terrible. I wonder what I've been doing for three months. The tech crew pack up. I'm desolate and in total panic. It will be a disaster tomorrow and all the mega Vegas magicians and the rest of audience will cringe in their seats. Then out of nowhere Sylvia Braillier, Luna Shimada and Dirk Losander walk into the theatre. Sylvia is a warm and creative friend, once dancer, acrobat, etc., and now theatre practitioner. Luna, a fabulous, charismatic stage magician and her partner Losander likewise. They've heard I was doing the final rehearsal and thought I could need some help. So I do another run and they laugh. They laugh! I get notes too but thank everything that moves, they laugh. I am so so so relieved.

Cut to 4pm Saturday. I've arrived early so that I can get in and set up before my crew arrive. But Paul Daniels is doing a masterclass in the space and we can't get in till 5.30pm. It's great to meet Paul and Debbie but now time is much tighter than I had planned and it flies by; while setting-up questions are fired at me from all sides. Somehow it's only 30 minutes before curtain up and I'm trying to get the eyelashes on straight to think of my script, etc, but I'm struggling. Curtain up. Somehow I wing it in front of a wonderfully friendly audience. And the other acts on the bill seem to be going quite well, then I realise that... Oh God, I've left some of my props in the car that I need for the second act and where are the car keys???

The mike pack gaffer-taped to my bum isn't the right one for the mike I now have. McBride, world-class magic star, battles with my G-string and gaffer tape to change the pack. My miraculous dresser is steadfastly ignoring my increasing panic but my 'feather to cane' prop has completely vanished and I've forgotten to dry the flash wool I need for a confetti launcher at the end of my act. And this is showbiz??? I don't deserve to be in the theatre, I don't deserve to be in Las Vegas, I am a fraud... Shoot me now and put my head on the city walls for all to see.

Back on stage, I drift off script in the strongest case of jitters I've ever had but they laugh anyway. There are some major magic men at the back of the audience and I fluff up my first magic sequence, but again people laugh. Sod it, I give up trying to impress anyone and relax into character and enjoy it till somehow, suddenly it's over, they're applauding and then... They're standing up. My first standing ovation. Someone comes up with a bouquet – real flowers! And more applause. But I'm feeling inside that I fluffed it, a feeling that only subsides when I get outside to the audience after the show and feel the buzz of a happy crowd. I smile anyway – 'Fake it till you make it,' as they say.

'Can I take my clothes off now?' I ask the audience and head backstage to change.