The easiest thing is a pizza night at an area restaurant. Our local Papa Gino's and Pizzeria Uno do it, where all purchases on a specific day generate 20% toward the organization. It's easy to spread the word via emails and Facebook, and a lot of people in town will choose that night to get a family meal out. It costs them nothing more than it would on any other day, and the restaurant gets a lot of increased traffic, so it's a win/win. If you can get the deal to apply to take-out as well as dine-in, that's a plus. If the restaurant has a liquor license and will include alcoholic beverages in the deal, better still.
Our schools often do sundae nights in conjunction with a silent or shoebox auction. It becomes a full social night and spirit-building event, and local merchants will often donate things that can be auctioned. Hairdressers & nail salons often donate services, the nursery donates an in-season product (mums in the fall, veggie plants in the spring), the large department stores (Target, etc.) have a community dollars budget and may give gift cards or toys, museums may donate memberships or day passes, etc. Parents who can provide a product or service are good too - necessary services like 3 free lawnmowings or a free gutter cleaning bring in bucks from homeowners who need that anyway and would be happy to bid for a bargain for your group. For a shoebox auction, you want things that appeal visually to kids, so themed packages (you pack in cellophane yourself) work well: Lego package, family movie DVD package, and so on. This may be harder to do if your group isn't large - you need a bunch of people to coordinate solicitations and track donations and ensure that thank yous go out. You can also do a virtual auction and not require people to come out on a specific night.
It's absolutely vital that you indicate where the money is going. People get hit up all the time for this organization and that, and if your group is small and only open to a select group of kids, it may be harder to get people to pitch in to only help, say, 30 kids. But if it's a big dance academy and the members come from many towns, you can also spread out more and get more donations/participation.