A dance hall should include a wall-length mirror and a specially surfaced floor. You can bring your own musical equipment or order it at the venue. It'll most likely have an entrance area for changing your shoes. Take note of whether there are changing rooms or showers available.
The venue for a video shoot is chosen according to the subject matter, as well as practical considerations. Spacious lofts with high ceilings allow you to transform the interior into whatever setting you please.