The crowds at these shows are a microcosm of the show fan-base itself -- many different ages, many different levels of actual interest in dancing. More so, it is interest in seeing "stars" and being entertained. You will see a wide variation of dress code. I would say just dress for whatever it is you will be doing before or after the show -- dinner in a nice restaurant, maybe some of your own dancing? You'd dress nice for that. If it's into the show and then back home on the couch for TV or to call it a night, blue jeans work pretty well for that.