Monday I went to the cinema on the Champs Elysées to watch a broadcast of an Opera live from Paris Garnier Opera. The cinema theater entrance was located in the same building as the famous "Lido" where you can see one of Paris typical shows. I've never been there but it has a very good reputation. You can see more of it on their website : here.
By the way the opera I watched was Haendel's Guilio Cesare with the fabulous French soprano Nathalie Dessay. If you want to hear her click here