There is the Children's Palace, just opposite the square, on Fenghuang Road.

There are also dance training schools like Ji Hong, and Ji Hong is at the T-junction, next to KFC.

There is also a dance company, FB, which is big. FB is in Beijing Hualian. I don't know which way. Um ... Shanghai Road seems to be Macau Road (sorry for the mistake). Da is on Dalian Road. These two dance groups are very famous.