Same as I wear for all PE lessons (primary teacher, but PE specialist). Tracksuit trousers (was sometimes leggings when I was younger and slimmer), teeshirt / sweatshirt and trainers or bare feet. It is expected we are "dressed appropriately for physical activity". If PE is in the morning I come to school in PE kit, then change into ordinary clothes at lunchtime. If it is in the afternoon - vice versa. Out of curiosity, why do you ask?
I'm a dance teacher elsewhere but now it is being incorporated into my mainstream teaching job as I've been "discovered" as it were (I didn't tell them I have a dance school lol) my dance stuff for my dance school is very, erm fame dance specific and would look a tad ott in mainstream school. Normal PE kit is not what I'd normally wear for dance teaching at all, but maybe it is the way to go
I assume if you have a mainstream teaching post you must be secondary, rather than primary or you would be teaching dance already. I agree dance specific kit may not be totally appropriate, but it may be OK if it not too extreme (revealing). Bear in mind you need to be able to move freely and demonstrate, but will have periods of inactivity in the lessons so will need to keep muscles warm. If you are in mainstream school heating can be erratic and I found I got very cold at times so I found layers best. If you have the figure for it leggings and close fitting tops / teeshirts are ideal (but not cropped or bra tops). Hopeful your school does have a dress code? Ours mentions "professional and appropriate to task, but modest and unlikely to cause offense" or something along those lines.