Well, I think you can book Arabian Nights and Medieval Times in advance, but to be honest, most people just buy them when they are there to keep their options open.
For some info on dinner shows look
here
As for park shows (that you mentioned in the email) - any show that takes place in a park is free, so there is no pre-booking. The only exception I can think of is Fantasmic, which you can do the Fantasmic Dinner Package, you make a PS at a choice of 3 restaurants at MGM and it entitles you to sit in a reserved section of the show, so you don't need arrive so early for a seat.
Any other questions, or if I've misunderstood, fire away!
Penny