The Lacey half of "Cagney & Lacey" returns to television tonight, but in a decidedly un-Lacey-like role.

Tyne Daly stars in "The Last to Go" as Mary Ellen Slattery, a repressed, controlled suburban housewife. Through the course of the movie, Mary Ellen raises a family, watches as those family members drift away one by one - including her husband (Terry O'Quinn) - and remains an enigma."She's pretty elusive," Daly said. "She's very terrified of her own feelings."

"The Last to Go" is sort of a bittersweet look at suburbia - a look at a woman who has great difficulty adjusting as her world changes around her.

"It's very painful stuff. She's so different than I," Daly said. "She's not a person who yells and screams and self-dramatizes. I am.

"I spent a lot of time imagining what my own reactions and feelings would be and doing the opposite."

Daly also looks considerably different than she did on "Cagney & Lacey." She's slimmer, more elegant and considerably blonder.

"The hair was kind of an accident," she said. "I just got back from New York and went out and bought this junk that you sit in the sun and it lightens your hair. Then, the first day of costume fittings, they decided they liked the blond hair.

"We decided maybe she was a woman who, as her hair went gray, became blonder and blonder. Hey, when a company owns my hair they can do anything they want with it."

Since "Cagney & Lacey" ended almost two years ago, Daly has spent much of her time on the stage. She toured with "Gypsy," then won a Tony when the show reached Broadway.

She went straight from playing Rose, who she calls "the ultimate brassy stage mother," to playing Mary Ellen, necessitating a considerable shifting of gears.

"It's kind of hard, but it's kind of fun. For me, the challenge in the work has always been playing characters who are very different from me and from each other," she said. "And besides, it's good for me to change my personality about every 10 months."

Through a fluke of scheduling, Daly is going head-to-head against her former partner Sharon Gless' show "The Trials of Rosie O'Neill" tonight. But she'll be turning up as a guest star on "Rosie" next month.

She'll play a famous actress and former high school classmate of Rosie's who holds a long-standing grudge against her.

"There's nothing innately wrong with giving the people what they want," Daly said. "We knew that sometime during this these two characters would have to end up in the ladies room hashing everything out."

Right now, Daly is preparing for another change in personality. She'll play a bag lady named Dolly in an upcoming telemovie titled "My Shadow."

"She's talking to me now, Dolly is," Daly said. "I'm starting to get a handle on her."

And expect another physical transformation.

"I'm letting my mustache grow out. I'm letting body hair grow all over the place," she said.

In April, she's off to London to do "Gypsy" for another six months. Then it's back to the U.S., where a number of projects beckon. She may even do a guest spot on the sitcom "Wings," which stars her brother, Timothy Daly. The son and daughter of actor James Daly ("Medical Center") have never worked together.

"I'm 10 years older than Timmy, and I was asked once to play his mother in a stage production," Daly said. "I said, `No thank you' and pouted quite a bit about it."

And she's not ruling out a return to series television.

"I've learned not to say never," she said. "If the right thing came along, I'd do it."