Since it's a dance, perhaps characters from rhythm/dance games such as DDR or Beatmania?
The Dancer Class from Final Fantasy Tactics - http://images4.wikia.nocookie.net/__.../8a/Dancer.jpg
Jean from Lunar 2 (she is a dancer) - http://images2.wikia.nocookie.net/__.../6/6c/Jean.JPG
Tethys from Fire Emblem: Sacred Stones (also a dancer) - http://images1.wikia.nocookie.net/__.../2b/Tethys.jpg
Luminary from Dragon Quest 9 (their Coup-de-Grace is "Disco Tech") - http://dragonquest.wikia.com/wiki/Luminary
Characters from Jem and the Holograms would be cute!
Characters from Rainbow Brite would also be cute, but I don't know how easy they would be to move in... The shoulders on their outfits are really strange. >.<
Hope this at least helps the brainstorming a bit!