I saw where you recommended Polly-O shoes but I am curious if you have any other tips on shoes for burlesque performances, especially when its a dancey number.
If your shoes are comfortable, you'll dance better, simple as that! Rehearse your number in the shoes you'll be wearing onstage, not in your practice shoes. You need to know how the shoes and your costume will interact--will rhinestones or buckle catch on the hem of your gown? Will you be able to pivot and twist in the shoes you want to wear? If you're removing them to take off stockings, do they slip easily on and off, and is it any harder to keep them on once you're wearing the stockings? If you rehearse in them, you won't have any surprises.
I will say that I expect to see shoes in good condition, and I love it when they have been decorated to match the costume.
In addition to my love of Pollys, which you can purchase at Betsey Johnson and Patricia Field's stores, I am shameless about my acrylic stripper heels. They make everything easy!
<a href="http://www.flickr.com/photos/joweldon/357227494/" title="My Shoes by Jo Weldon, on Flickr"><img src="http://farm1.static.flickr.com/144/357227494_82e08516b6.jpg" width="316" height="500" alt="My Shoes" /></a>