One of the best things you can do to lose weight is to find an exercise that you actually enjoy doing, because you won’t stick to an exercise routine that you don't really like. If you are serious about losing weight through dancing, be sure to choose the right type of dance. Some dance styles are much more strenuous than others. For example, a fast-paced jazz class will burn more calories than a slow and graceful lesson in ballet. Choose a dance class that gets you up and moving!