Both my wife and daughter dance with amateur studios (contemporary, ballet, highland), and I would be lynched at the gatepost if ever I didn't photograph their performances. It's a challenge. I have gravitated to a D700, Nikon 70-200 2.8 and Nikon 85 1.4, monopod. Flash is never allowed, either in practice or performance. Familiarity with the routine helps immensely as you need to anticipate the moment in order to capture the feeling and to reduce motion blur. There is often a fraction of a second pause at the 'end' of an action.
Edit: DOF is a continuing concern. Shallow DOF to isolate one dancer, deep DOF to capture a groupe. High ISO is your friend but don't underexpose. Shutter speeds of 1/125 and lower can be used with care and at the right moment.