It's been a while since we had the "show curtains" out but they always are a lot of fun. They're really easy to make. Just a bit (or two) of fabric (an old sheet would do) with a hem at the bottom and the top folded over to make a channel for a pole of some sort.
We've used two garden stakes bound together with a hair tie at each end and poked through the top of our French doors. It makes the dining area into back stage. I'm not sure how it'd work in a regular doorway but I'm sure it could be done.
Sometimes they dress up, sometimes they dance to CDs from the library and sometimes just make stuff up. It's always entertaining though. Usually we have to make an announcement "ladies and gentlemen introducing..." and there is always a lot of clapping at the end.