A skirt doesn't have to be specifically made for dancing to be good to dance in. For practice/social dancing purposes, an A-line skirt is good because it will float away from the body and allows you to take full size steps. (A tight skirt that restricts movement is bad.) I tend to go for knee-length skirts- they're long enough to move in without modesty problems but short enough to show off my calves.
If you are going to compete or do tricks like lifts and dips, you might want a dance skirt with a built-in panty. However, I don't do tricks (well, maybe an occasional dip) and I buy my skirts and dresses at regular clothing stores.