Here comes the Calvary! Scotland's only Regiment of Cavalry, and famed for the stirring sounds of their bagpipes and drums, the ROYAL SCOTS DRAGOON GUARDS topped UK music charts with their rendition of "Amazing Grace." BAND OF THE COLDSTREAM GUARDS has been in existence for more than 200 years, making it one of the world's oldest military brass bands and the British Army's longest surviving Calvary of the Line. Both play the Fox Mon., MARCH 10. $27-$38. 8:00 p.m. 660 Peachtree St. 404-817-8700. www.foxtheatre.org.