I am a dancer as well and my teacher normally wants us in a nice neat ballet bun nothing more nothing less. I know everyone is different but a bun is what i think is best my hair is like a 3c so its kinda difficult to deal with during performances. What I do before a performanace is make sure my hair is totally wet before i deal with it because not only is it better for me to deal with but it holds like crazy. Then if I have leeway with my hair style like say an audition I like to part my hair half on top and half on bottom the top part i pin up then with the bottom part i to a cute french twist and pin it with hair pins not bobby pins. then I all my hair and put it in a ponytail leaving the small french twist then I make a bun with curly hair i like doing what my old dance teacher called the chase because in the ponytail you split it in to and twist both of them. Then take one part and circle it creating a bun and then take the other piece and chase it. pin along the way to hold then take bobby pins to pin back the fly aways. Wow thats a lot of typing I hope it helps if u have any questions just reply because when I can i go curly for a performance i will there is no need to put any heat on you hair unless your teacher wants it.- best of luck!