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.
A classic training session works best with an absence of tables, a loose configuration of chairs, and a flipchart. Training sessions often last for more than 3 hours, so you might want to make sure that beverages are available at the venue (in the form of a water cooler, or perhaps a kettle).